+231.1%
GM vs ECHO
+197.5%
+33.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.8% |
| 7D | -2.4% | +3.7% | -6.2% | -3.1% |
| 30D | -1.1% | +0.7% | -1.8% | -1.3% |
| 3M | +6.1% | -27.3% | +33.4% | +11.9% |
| 6M | +15.0% | -17.0% | +31.9% | +17.2% |
| YTD | +6.0% | -14.3% | +20.3% | +6.7% |
| 1Y | +47.1% | +20.9% | +26.2% | +37.9% |
| 3Y | +170.5% | +423.0% | -252.5% | +42.4% |
| 5Y | +80.5% | +265.7% | -185.2% | +7.3% |
| All | +231.1% | +197.5% | +33.6% | +116.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ECHO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling