+240.1%
GDXJ vs EPAM
+63.0%
+177.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.9% | +1.4% |
| 7D | +0.9% | -2.2% | +3.1% | +1.2% |
| 30D | +8.8% | +17.8% | -9.0% | +6.7% |
| 3M | +29.8% | +19.9% | +10.0% | +26.3% |
| 6M | -5.8% | -21.6% | +15.8% | -3.6% |
| YTD | +13.6% | -44.0% | +57.6% | +20.7% |
| 1Y | +54.5% | -30.5% | +85.0% | +59.2% |
| 3Y | +301.4% | -56.8% | +358.2% | +331.0% |
| 5Y | +236.3% | -81.7% | +318.0% | +299.1% |
| 10Y | +240.1% | +68.4% | +171.7% | +251.6% |
| All | +240.1% | +63.0% | +177.1% | +251.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling