+457.2%
GS vs ECHO
+163.9%
+293.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.5% | -0.1% |
| 7D | +1.6% | +2.2% | -0.6% | +1.1% |
| 30D | +1.7% | +9.8% | -8.2% | -0.3% |
| 3M | -11.6% | +16.8% | -28.4% | -14.3% |
| 6M | -1.9% | -18.1% | +16.2% | +0.7% |
| YTD | +5.1% | -4.2% | +9.2% | +3.8% |
| 1Y | +16.4% | +41.2% | -24.8% | +6.8% |
| 3Y | +199.0% | +943.7% | -744.7% | +40.8% |
| 5Y | +157.4% | +277.5% | -120.1% | +65.4% |
| 10Y | +457.2% | +159.8% | +297.5% | +282.6% |
| All | +457.2% | +163.9% | +293.4% | +282.6% |
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