+326.3%
GDX vs ECHO
+144.4%
+181.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.2% | -0.4% |
| 7D | -6.8% | +5.7% | -12.5% | -7.2% |
| 30D | -2.1% | +13.8% | -15.9% | -3.3% |
| 3M | -7.5% | +9.1% | -16.6% | -8.3% |
| 6M | -15.2% | -24.9% | +9.8% | -13.6% |
| YTD | -4.8% | -8.0% | +3.2% | -4.5% |
| 1Y | +6.7% | +42.9% | -36.2% | +4.1% |
| 3Y | +212.7% | +926.7% | -714.0% | +148.8% |
| 5Y | +151.7% | +230.4% | -78.7% | +118.0% |
| All | +326.3% | +144.4% | +181.9% | +274.9% |
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