+0.3%
GLD vs ECHO
+36.9%
-36.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.9% | -5.1% | +1.0% |
| 7D | +4.9% | +3.0% | +1.9% | +4.4% |
| 30D | -1.3% | +6.7% | -8.0% | -2.4% |
| 3M | -4.8% | +12.4% | -17.1% | -6.5% |
| 6M | -12.5% | -20.4% | +7.9% | -10.6% |
| YTD | -4.2% | -6.9% | +2.7% | -3.6% |
| All | +0.3% | +36.9% | -36.6% | -0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling