+139.3%
GS vs ECHO
+260.3%
-121.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -4.1% | -2.6% | -6.2% |
| 7D | -3.2% | -2.4% | -0.8% | -2.9% |
| 30D | -2.4% | -3.1% | +0.7% | -2.1% |
| 3M | -15.7% | +8.7% | -24.5% | -16.7% |
| 6M | -6.8% | -24.8% | +18.0% | -4.3% |
| YTD | -0.1% | -13.0% | +12.9% | +0.4% |
| 1Y | +12.1% | +33.9% | -21.8% | +7.1% |
| 3Y | +185.8% | +791.8% | -606.0% | +90.8% |
| All | +139.3% | +260.3% | -121.0% | +88.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling