+38.4%
GDXJ vs EPAM
+751.2%
-712.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.1% | -2.2% |
| 7D | +0.2% | +2.0% | -1.8% | 0.0% |
| 30D | +17.9% | +6.5% | +11.3% | +16.9% |
| 3M | +15.3% | +19.9% | -4.6% | +12.7% |
| 6M | -9.4% | -16.9% | +7.5% | -8.3% |
| YTD | +13.4% | -42.9% | +56.3% | +19.1% |
| 1Y | +59.7% | -30.4% | +90.0% | +63.7% |
| 3Y | +283.6% | -54.7% | +338.3% | +304.8% |
| 5Y | +217.6% | -81.8% | +299.4% | +259.0% |
| 10Y | +225.7% | +65.5% | +160.2% | +203.8% |
| All | +38.4% | +751.2% | -712.8% | +4.7% |
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