+791.8%
ECHO vs GLDM
+104.2%
+687.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.8% | +6.0% | +5.5% |
| 7D | -2.4% | +4.7% | -7.1% | -3.8% |
| 30D | -3.1% | -0.9% | -2.3% | -2.9% |
| 3M | +8.7% | -4.3% | +13.0% | +9.9% |
| 6M | -24.8% | -13.4% | -11.4% | -22.2% |
| YTD | -13.0% | -5.8% | -7.1% | -10.6% |
| 1Y | +33.9% | +2.1% | +31.9% | +36.5% |
| 3Y | +791.8% | +105.0% | +686.8% | +580.5% |
| All | +791.8% | +104.2% | +687.6% | +580.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling