+185.4%
GDX vs EPAM
-77.4%
+262.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.9% | +6.0% | +2.4% |
| 7D | +13.6% | +13.4% | +0.3% | +12.6% |
| 30D | +2.5% | +47.1% | -44.6% | -0.1% |
| 3M | +4.4% | +71.2% | -66.8% | +0.8% |
| 6M | -5.2% | +48.9% | -54.2% | -8.1% |
| YTD | +2.1% | -22.2% | +24.4% | +3.0% |
| 1Y | +24.7% | -5.2% | +29.9% | +24.2% |
| 3Y | +211.3% | -34.9% | +246.2% | +214.4% |
| All | +185.4% | -77.4% | +262.8% | +203.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling