+205.6%
GLD vs ECHO
+139.8%
+65.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.0% | +1.2% | -2.7% |
| 7D | -5.5% | +9.1% | -14.6% | -5.6% |
| 30D | -7.0% | +7.2% | -14.2% | -7.2% |
| 3M | -12.4% | +6.1% | -18.4% | -12.5% |
| 6M | -18.0% | -24.2% | +6.1% | -17.8% |
| YTD | -10.5% | -9.7% | -0.7% | -10.4% |
| 1Y | -8.1% | +40.9% | -49.0% | -8.2% |
| 3Y | +97.7% | +883.3% | -785.6% | +93.1% |
| 5Y | +103.4% | +224.2% | -120.7% | +99.5% |
| All | +205.6% | +139.8% | +65.9% | +200.9% |
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