+33.9%
ECHO vs GLDM
+1.8%
+32.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | -2.4% | +4.7% | -7.1% | -4.5% |
| 30D | -3.1% | -0.9% | -2.3% | -2.7% |
| 3M | +8.7% | -4.3% | +13.0% | +10.5% |
| 6M | -24.8% | -13.4% | -11.4% | -20.4% |
| YTD | -13.0% | -5.8% | -7.1% | -9.7% |
| 1Y | +33.9% | +2.1% | +31.9% | +31.0% |
| All | +33.9% | +1.8% | +32.2% | +31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling