+104.0%
GDX vs EPAM
+751.2%
-647.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +18.1% |
| 3M | +14.9% | +19.9% | -5.0% | +13.3% |
| 6M | -6.3% | -16.9% | +10.7% | -5.6% |
| YTD | +15.7% | -42.9% | +58.6% | +19.1% |
| 1Y | +54.8% | -30.4% | +85.2% | +57.2% |
| 3Y | +253.4% | -54.7% | +308.2% | +264.8% |
| 5Y | +219.7% | -81.8% | +301.5% | +242.5% |
| 10Y | +300.2% | +65.5% | +234.8% | +294.5% |
| All | +104.0% | +751.2% | -647.2% | +70.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling