+326.3%
GDX vs EPAM
+157.4%
+168.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | -6.8% | +2.4% | -9.2% | -7.0% |
| 30D | -2.1% | +42.3% | -44.4% | -4.8% |
| 3M | -7.5% | +60.7% | -68.2% | -10.9% |
| 6M | -15.2% | +80.5% | -95.7% | -19.4% |
| YTD | -4.8% | -20.4% | +15.6% | -4.1% |
| 1Y | +6.7% | -9.6% | +16.3% | +6.5% |
| 3Y | +212.7% | -30.5% | +243.2% | +214.1% |
| 5Y | +151.7% | -75.7% | +227.4% | +172.4% |
| All | +326.3% | +157.4% | +168.9% | +334.3% |
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