-1.1%
GAP vs EPAM
+157.4%
-158.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -1.9% | +2.4% | -4.3% | -2.6% |
| 30D | -7.1% | +42.3% | -49.4% | -16.1% |
| 3M | +4.1% | +60.7% | -56.6% | -9.4% |
| 6M | +1.9% | +80.5% | -78.6% | -15.5% |
| YTD | -15.2% | -20.4% | +5.2% | -13.2% |
| 1Y | -10.6% | -9.6% | -1.0% | -11.8% |
| 3Y | +74.6% | -30.5% | +105.1% | +77.4% |
| 5Y | +3.7% | -75.7% | +79.4% | +30.8% |
| All | -1.1% | +157.4% | -158.5% | -39.3% |
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