+407.1%
ECHO vs GLDM
+128.8%
+278.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.3% |
| 7D | +3.4% | -0.5% | +3.9% | +3.6% |
| 30D | +2.4% | +4.4% | -2.0% | +0.9% |
| 3M | -28.0% | -1.1% | -26.9% | -28.0% |
| 6M | -21.2% | -13.7% | -7.6% | -19.6% |
| YTD | -17.4% | +2.8% | -20.2% | -17.7% |
| 1Y | +33.6% | +24.8% | +8.7% | +29.7% |
| All | +407.1% | +128.8% | +278.3% | +255.6% |
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