+277.0%
ECHO vs GLDM
+124.3%
+152.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.7% | -6.9% | -4.3% |
| 7D | +4.6% | -0.3% | +4.9% | +4.6% |
| 30D | +0.4% | -1.9% | +2.3% | +1.0% |
| 3M | +7.7% | -0.4% | +8.1% | +7.5% |
| 6M | -18.0% | -10.1% | -8.0% | -15.8% |
| YTD | -9.3% | -5.8% | -3.4% | -7.6% |
| 1Y | +34.2% | +3.1% | +31.1% | +34.5% |
| 3Y | +538.7% | +103.4% | +435.3% | +424.1% |
| All | +277.0% | +124.3% | +152.7% | +196.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling