+513.6%
GS vs ECHO
+247.7%
+265.9%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.3% | +6.8% | +4.4% |
| 7D | +0.3% | +4.6% | -4.3% | -0.9% |
| 30D | +3.9% | +0.4% | +3.4% | +3.4% |
| 3M | -11.4% | +7.7% | -19.1% | -13.6% |
| 6M | +3.7% | -18.0% | +21.7% | +7.6% |
| YTD | +7.1% | -9.3% | +16.4% | +6.6% |
| 1Y | +19.7% | +34.2% | -14.6% | +6.5% |
| 3Y | +202.8% | +538.7% | -335.9% | +22.8% |
| 5Y | +156.7% | +279.9% | -123.2% | +23.3% |
| 10Y | +548.7% | +168.2% | +380.5% | +243.5% |
| All | +513.6% | +247.7% | +265.9% | +108.7% |
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 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