+155.6%
GS vs ECHO
+227.9%
-72.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.1% |
| 7D | +5.9% | +5.7% | +0.2% | +5.1% |
| 30D | +4.3% | +13.8% | -9.5% | +2.6% |
| 3M | -11.7% | +9.1% | -20.7% | -12.7% |
| 6M | -3.2% | -24.9% | +21.8% | -0.6% |
| YTD | +5.8% | -8.0% | +13.8% | +5.6% |
| 1Y | +16.0% | +42.9% | -26.9% | +10.0% |
| 3Y | +199.8% | +926.7% | -726.9% | +94.8% |
| All | +155.6% | +227.9% | -72.3% | +113.2% |
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