+238.7%
GM vs ECHO
+454.8%
-216.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.0% | -6.3% | -3.1% |
| 7D | +0.4% | +8.6% | -8.2% | -1.4% |
| 30D | -1.8% | +3.8% | -5.6% | -2.8% |
| 3M | +2.6% | -19.9% | +22.5% | +6.8% |
| 6M | +14.6% | -12.1% | +26.6% | +15.6% |
| YTD | +6.2% | -14.1% | +20.3% | +6.8% |
| 1Y | +48.7% | +15.9% | +32.8% | +39.0% |
| 3Y | +168.3% | +417.8% | -249.5% | +28.8% |
| 5Y | +82.8% | +259.3% | -176.5% | -1.2% |
| 10Y | +226.2% | +192.7% | +33.5% | +85.6% |
| All | +238.7% | +454.8% | -216.1% | +47.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling