+228.9%
GDX vs EPAM
-81.9%
+310.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -2.1% |
| 7D | -0.4% | +2.0% | -2.3% | -0.5% |
| 30D | +18.6% | +6.5% | +12.1% | +18.0% |
| 3M | +14.9% | +19.9% | -5.0% | +13.4% |
| 6M | -6.3% | -16.9% | +10.7% | -5.5% |
| YTD | +15.7% | -42.9% | +58.6% | +19.2% |
| 1Y | +54.8% | -30.4% | +85.2% | +57.4% |
| 3Y | +253.4% | -54.7% | +308.2% | +265.8% |
| All | +228.9% | -81.9% | +310.7% | +245.9% |
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 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