+14.0%
GDXJ vs EPAM
+1,093.7%
-1,079.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +4.7% | -10.6% | -6.4% |
| 7D | +11.8% | +18.8% | -7.0% | +9.5% |
| 30D | -7.1% | +44.9% | -52.1% | -10.9% |
| 3M | -10.5% | +68.6% | -79.1% | -15.6% |
| 6M | -15.5% | +65.4% | -80.9% | -20.7% |
| YTD | -6.6% | -19.9% | +13.3% | -5.7% |
| 1Y | +11.3% | -10.0% | +21.4% | +10.9% |
| 3Y | +242.0% | -30.3% | +272.2% | +243.3% |
| 5Y | +147.7% | -75.7% | +223.4% | +171.3% |
| 10Y | +233.7% | +167.2% | +66.5% | +197.0% |
| All | +14.0% | +1,093.7% | -1,079.7% | -17.1% |
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