+315.3%
GDX vs ECHO
+187.5%
+127.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.3% |
| 7D | +1.9% | +5.3% | -3.5% | +1.5% |
| 30D | +9.9% | +2.4% | +7.5% | +9.7% |
| 3M | +28.2% | -21.8% | +50.0% | +30.4% |
| 6M | -2.9% | -16.9% | +14.0% | -1.6% |
| YTD | +16.0% | -16.0% | +32.0% | +17.4% |
| 1Y | +49.9% | +9.3% | +40.6% | +49.1% |
| 3Y | +263.6% | +406.2% | -142.6% | +210.2% |
| 5Y | +233.6% | +251.0% | -17.4% | +189.6% |
| 10Y | +315.3% | +191.3% | +124.1% | +271.4% |
| All | +315.3% | +187.5% | +127.8% | +271.4% |
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