+227.7%
GDX vs ECHO
+255.2%
-27.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.0% | -4.9% | -1.2% |
| 7D | +4.0% | +8.6% | -4.6% | +3.2% |
| 30D | +9.5% | +3.8% | +5.7% | +9.1% |
| 3M | +25.1% | -19.9% | +45.0% | +27.1% |
| 6M | -2.9% | -12.1% | +9.1% | -2.0% |
| YTD | +14.7% | -14.1% | +28.8% | +16.0% |
| 1Y | +47.4% | +15.9% | +31.6% | +46.2% |
| 3Y | +259.7% | +417.8% | -158.2% | +205.5% |
| 5Y | +227.7% | +259.3% | -31.6% | +189.1% |
| All | +227.7% | +255.2% | -27.6% | +189.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling