+181.0%
ECHO vs GLDM
+212.7%
-31.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.6% |
| 7D | +3.6% | -2.0% | +5.6% | +4.0% |
| 30D | +7.5% | -4.4% | +11.9% | +8.5% |
| 3M | +16.2% | -8.8% | +25.0% | +18.3% |
| 6M | -20.9% | -15.9% | -5.0% | -18.4% |
| YTD | -6.0% | -7.7% | +1.7% | -4.2% |
| 1Y | +43.4% | -3.6% | +47.0% | +45.3% |
| 3Y | +924.0% | +105.2% | +818.8% | +838.7% |
| 5Y | +249.6% | +112.8% | +136.9% | +216.8% |
| All | +181.0% | +212.7% | -31.7% | +172.2% |
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