+213.3%
GLD vs ECHO
+193.6%
+19.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.0% | -5.8% | -1.8% |
| 7D | +0.7% | +8.6% | -7.8% | +0.6% |
| 30D | +0.3% | +3.8% | -3.4% | +0.2% |
| 3M | +0.6% | -19.9% | +20.5% | +0.9% |
| 6M | -15.6% | -12.1% | -3.5% | -15.4% |
| YTD | +0.9% | -14.1% | +14.9% | +1.1% |
| 1Y | +19.4% | +15.9% | +3.5% | +19.4% |
| 3Y | +124.5% | +417.8% | -293.4% | +121.2% |
| 5Y | +138.9% | +259.3% | -120.4% | +135.1% |
| 10Y | +213.3% | +192.7% | +20.5% | +212.2% |
| All | +213.3% | +193.6% | +19.7% | +212.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO 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 ECHO 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