+349.2%
GDX vs EPAM
+165.6%
+183.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.4% |
| 7D | +0.7% | +18.5% | -17.8% | -0.7% |
| 30D | -3.8% | +44.0% | -47.8% | -6.5% |
| 3M | -5.4% | +63.0% | -68.4% | -9.0% |
| 6M | -12.7% | +67.3% | -79.9% | -16.5% |
| YTD | -0.7% | -20.5% | +19.9% | +0.1% |
| 1Y | +11.9% | -9.6% | +21.5% | +11.6% |
| 3Y | +223.9% | -30.8% | +254.7% | +225.4% |
| 5Y | +163.2% | -75.6% | +238.8% | +184.8% |
| 10Y | +349.2% | +159.6% | +189.6% | +359.0% |
| All | +349.2% | +165.6% | +183.5% | +359.0% |
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