+21.8%
GDXJ vs ECHO
+34.5%
-12.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -3.3% | +12.9% | +10.7% |
| 7D | -0.2% | +4.6% | -4.8% | -2.0% |
| 30D | -7.6% | +0.4% | -8.0% | -8.1% |
| 3M | +2.3% | +7.7% | -5.4% | -1.2% |
| 6M | -7.8% | -18.0% | +10.2% | -3.1% |
| YTD | -8.4% | -9.3% | +0.9% | -5.6% |
| 1Y | +21.8% | +34.2% | -12.4% | +18.8% |
| All | +21.8% | +34.5% | -12.7% | +18.8% |
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