+160.2%
ECHO vs GLDM
+219.1%
-58.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | -2.4% | +4.7% | -7.1% | -3.4% |
| 30D | -3.1% | -0.9% | -2.3% | -3.0% |
| 3M | +8.7% | -4.3% | +13.0% | +9.6% |
| 6M | -24.8% | -13.4% | -11.4% | -22.8% |
| YTD | -13.0% | -5.8% | -7.1% | -11.7% |
| 1Y | +33.9% | +2.1% | +31.9% | +34.7% |
| 3Y | +791.8% | +105.0% | +686.8% | +715.9% |
| 5Y | +261.7% | +122.5% | +139.2% | +226.5% |
| All | +160.2% | +219.1% | -58.9% | +151.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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