+228.8%
GDX vs EPAM
-31.2%
+260.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +4.7% | -10.1% | -5.6% |
| 7D | +11.5% | +18.8% | -7.3% | +10.7% |
| 30D | -3.1% | +44.9% | -48.1% | -4.5% |
| 3M | -4.4% | +68.6% | -73.0% | -6.3% |
| 6M | -8.6% | +65.4% | -74.0% | -10.4% |
| YTD | +0.8% | -19.9% | +20.7% | +1.3% |
| 1Y | +14.7% | -10.0% | +24.7% | +14.8% |
| 3Y | +228.8% | -30.3% | +259.0% | +224.6% |
| All | +228.8% | -31.2% | +260.0% | +224.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling