+339.0%
GLD vs ECHO
+233.6%
+105.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.2% | -6.0% | -0.9% |
| 7D | +4.7% | -2.4% | +7.1% | +4.7% |
| 30D | -0.9% | -3.1% | +2.2% | -0.9% |
| 3M | -4.4% | +8.7% | -13.1% | -4.6% |
| 6M | -13.6% | -24.8% | +11.2% | -13.3% |
| YTD | -6.0% | -13.0% | +7.0% | -5.9% |
| 1Y | +1.8% | +33.9% | -32.2% | +1.5% |
| 3Y | +103.2% | +791.8% | -688.6% | +97.9% |
| 5Y | +119.3% | +261.7% | -142.4% | +114.9% |
| 10Y | +199.5% | +157.3% | +42.2% | +193.3% |
| All | +339.0% | +233.6% | +105.4% | +306.3% |
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