+6.7%
GDX vs ECHO
+45.5%
-38.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.2% | -0.8% |
| 7D | -6.8% | +5.7% | -12.5% | -8.3% |
| 30D | -2.1% | +13.8% | -15.9% | -6.6% |
| 3M | -7.5% | +9.1% | -16.6% | -10.7% |
| 6M | -15.2% | -24.9% | +9.8% | -9.3% |
| YTD | -4.8% | -8.0% | +3.2% | -3.7% |
| 1Y | +6.7% | +42.9% | -36.2% | +1.8% |
| All | +6.7% | +45.5% | -38.8% | +1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling