+586.7%
GS vs ECHO
+216.6%
+370.1%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.9% | +3.4% | -2.5% | +0.1% |
| 30D | -1.6% | +2.4% | -3.9% | -2.2% |
| 3M | -4.5% | -28.0% | +23.5% | +3.3% |
| 6M | +20.9% | -21.2% | +42.1% | +26.6% |
| YTD | +19.9% | -17.4% | +37.3% | +22.8% |
| 1Y | +41.4% | +33.6% | +7.8% | +25.5% |
| 3Y | +239.2% | +419.7% | -180.5% | +47.7% |
| 5Y | +185.0% | +241.7% | -56.7% | +41.0% |
| 10Y | +655.0% | +180.8% | +474.2% | +282.5% |
| All | +586.7% | +216.6% | +370.1% | +140.5% |
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