How can I tell when the HEPA filter in my air purifier needs to be changed?

I have a small air purifier for my bedroom that I have been using since October. I thought the point of the appliance was to keep dust and allergens from staying in the air. I have noticed that even the purifier is gathering dust. Does this means the ionic filter should be changed?
When I open it, the backside of the filter does not appear dirty, and the front side has only a thin layer of gray dirt. What should it look like before it gets changed.

Note- The filter is the proper size given the dimensions of the room, and windows and doors are only left open occasionally.