+59.7%
GDXJ vs ECHO
+40.1%
+19.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +0.2% | +3.4% | -3.2% | -0.8% |
| 30D | +17.9% | +2.4% | +15.5% | +17.0% |
| 3M | +15.3% | -28.0% | +43.3% | +26.2% |
| 6M | -9.4% | -21.2% | +11.8% | -3.4% |
| YTD | +13.4% | -17.4% | +30.8% | +20.4% |
| 1Y | +59.7% | +33.6% | +26.1% | +61.4% |
| All | +59.7% | +40.1% | +19.5% | +61.4% |
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