+132.9%
GDX vs ECHO
+216.6%
-83.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -0.4% | +3.4% | -3.8% | -0.8% |
| 30D | +18.6% | +2.4% | +16.3% | +18.3% |
| 3M | +14.9% | -28.0% | +42.8% | +19.3% |
| 6M | -6.3% | -21.2% | +15.0% | -3.8% |
| YTD | +15.7% | -17.4% | +33.1% | +17.9% |
| 1Y | +54.8% | +33.6% | +21.2% | +49.1% |
| 3Y | +253.4% | +419.7% | -166.2% | +158.8% |
| 5Y | +219.7% | +241.7% | -22.0% | +146.5% |
| 10Y | +300.2% | +180.8% | +119.5% | +199.2% |
| All | +132.9% | +216.6% | -83.7% | +27.7% |
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