+6.7%
GDX vs EPAM
-8.3%
+15.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | -6.8% | +2.4% | -9.2% | -6.9% |
| 30D | -2.1% | +42.3% | -44.4% | -4.0% |
| 3M | -7.5% | +60.7% | -68.2% | -9.8% |
| 6M | -15.2% | +80.5% | -95.7% | -17.7% |
| YTD | -4.8% | -20.4% | +15.6% | -3.1% |
| 1Y | +6.7% | -9.6% | +16.3% | +1.9% |
| All | +6.7% | -8.3% | +15.0% | +1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling