+77.5%
GDXJ vs ECHO
+487.9%
-410.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.0% | -5.2% | -1.7% |
| 7D | +4.3% | +8.6% | -4.3% | +3.1% |
| 30D | +8.4% | +3.8% | +4.7% | +7.8% |
| 3M | +25.5% | -19.9% | +45.4% | +29.1% |
| 6M | -6.3% | -12.1% | +5.7% | -4.8% |
| YTD | +12.1% | -14.1% | +26.2% | +14.1% |
| 1Y | +51.1% | +15.9% | +35.2% | +47.7% |
| 3Y | +296.1% | +417.8% | -121.8% | +178.3% |
| 5Y | +228.1% | +259.3% | -31.2% | +143.2% |
| 10Y | +211.8% | +192.7% | +19.1% | +122.6% |
| All | +77.5% | +487.9% | -410.4% | -14.5% |
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