+379.3%
GLD vs ECHO
+216.6%
+162.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.8% |
| 7D | -0.5% | +3.4% | -3.9% | -0.6% |
| 30D | +4.4% | +2.4% | +2.0% | +4.4% |
| 3M | -1.1% | -28.0% | +26.9% | -0.6% |
| 6M | -13.8% | -21.2% | +7.5% | -13.5% |
| YTD | +2.6% | -17.4% | +20.0% | +2.9% |
| 1Y | +24.5% | +33.6% | -9.1% | +24.3% |
| 3Y | +125.8% | +419.7% | -293.8% | +121.2% |
| 5Y | +137.8% | +241.7% | -103.9% | +133.3% |
| 10Y | +221.4% | +180.8% | +40.6% | +214.5% |
| All | +379.3% | +216.6% | +162.7% | +344.3% |
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