+12.5%
GAP vs EPAM
+170.1%
-157.6%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.9% | -0.3% | -3.2% |
| 7D | -3.8% | +13.4% | -17.1% | -7.6% |
| 30D | -9.0% | +47.1% | -56.1% | -18.6% |
| 3M | +5.5% | +71.2% | -65.7% | -9.9% |
| 6M | -11.1% | +48.9% | -60.0% | -22.3% |
| YTD | -13.6% | -22.2% | +8.7% | -11.0% |
| 1Y | -2.9% | -5.2% | +2.3% | -5.5% |
| 3Y | +69.6% | -34.9% | +104.6% | +75.6% |
| 5Y | +5.4% | -77.4% | +82.8% | +36.2% |
| All | +12.5% | +170.1% | -157.6% | -30.3% |
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