+330.3%
GLD vs ECHO
+260.3%
+70.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.7% | -1.1% |
| 7D | -2.0% | +3.6% | -5.6% | -2.0% |
| 30D | -4.4% | +7.5% | -11.9% | -4.6% |
| 3M | -8.9% | +16.2% | -25.1% | -9.2% |
| 6M | -16.0% | -20.9% | +4.9% | -15.8% |
| YTD | -7.9% | -6.0% | -1.9% | -7.8% |
| 1Y | -3.9% | +43.4% | -47.2% | -4.2% |
| 3Y | +103.4% | +924.0% | -820.6% | +97.7% |
| 5Y | +109.7% | +249.6% | -139.9% | +105.4% |
| 10Y | +211.8% | +151.3% | +60.6% | +205.4% |
| All | +330.3% | +260.3% | +70.0% | +297.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling