+21.3%
GDXJ vs EPAM
+1,040.5%
-1,019.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.6% | +6.5% | +5.1% |
| 7D | +16.4% | +9.1% | +7.3% | +15.1% |
| 30D | -1.2% | +38.5% | -39.7% | -4.8% |
| 3M | -3.9% | +61.0% | -64.8% | -8.9% |
| 6M | -10.2% | +58.0% | -68.2% | -15.2% |
| YTD | -0.6% | -23.5% | +22.8% | +0.8% |
| 1Y | +24.3% | -10.5% | +34.9% | +24.0% |
| 3Y | +257.4% | -33.8% | +291.2% | +260.9% |
| 5Y | +166.5% | -78.1% | +244.6% | +195.6% |
| 10Y | +228.5% | +157.7% | +70.8% | +193.8% |
| All | +21.3% | +1,040.5% | -1,019.2% | -11.4% |
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