+310.1%
GDX vs EPAM
+163.7%
+146.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.6% | +6.0% | +4.5% |
| 7D | +15.6% | +9.1% | +6.5% | +14.7% |
| 30D | +2.4% | +38.5% | -36.0% | -0.2% |
| 3M | +1.7% | +61.0% | -59.2% | -2.0% |
| 6M | -3.3% | +58.0% | -61.3% | -7.1% |
| YTD | +6.6% | -23.5% | +30.1% | +7.8% |
| 1Y | +27.0% | -10.5% | +37.5% | +26.8% |
| 3Y | +243.4% | -33.8% | +277.2% | +246.2% |
| 5Y | +194.2% | -78.1% | +272.3% | +220.9% |
| 10Y | +310.1% | +157.7% | +152.4% | +360.2% |
| All | +310.1% | +163.7% | +146.5% | +360.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM 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 EPAM 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