+215.1%
GDXJ vs ECHO
+197.5%
+17.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.9% |
| 7D | -2.8% | +3.7% | -6.5% | -3.2% |
| 30D | +5.0% | +0.7% | +4.3% | +4.8% |
| 3M | +24.1% | -27.3% | +51.4% | +28.0% |
| 6M | -7.4% | -17.0% | +9.6% | -5.7% |
| YTD | +10.2% | -14.3% | +24.5% | +11.8% |
| 1Y | +42.5% | +20.9% | +21.6% | +40.2% |
| 3Y | +285.7% | +423.0% | -137.2% | +204.6% |
| 5Y | +231.9% | +265.7% | -33.8% | +170.7% |
| All | +215.1% | +197.5% | +17.6% | +176.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling