+114.6%
GDX vs ECHO
+256.8%
-142.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +6.9% | -2.5% | +3.6% |
| 7D | +15.6% | +3.0% | +12.5% | +15.0% |
| 30D | +2.4% | +6.7% | -4.3% | +1.4% |
| 3M | +1.7% | +12.4% | -10.6% | 0.0% |
| 6M | -3.3% | -20.4% | +17.1% | -1.2% |
| YTD | +6.6% | -6.9% | +13.5% | +6.8% |
| 1Y | +27.0% | +37.7% | -10.7% | +21.7% |
| 3Y | +243.4% | +902.9% | -659.5% | +128.9% |
| 5Y | +194.2% | +275.3% | -81.1% | +124.3% |
| 10Y | +310.1% | +159.0% | +151.1% | +217.4% |
| All | +114.6% | +256.8% | -142.1% | +15.7% |
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