+14.6%
GAP vs EPAM
+163.7%
-149.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +3.9% |
| 7D | 0.0% | +9.1% | -9.0% | -3.0% |
| 30D | -4.3% | +38.5% | -42.8% | -13.0% |
| 3M | +9.4% | +61.0% | -51.6% | -4.9% |
| 6M | -3.3% | +58.0% | -61.3% | -16.9% |
| YTD | -10.5% | -23.5% | +12.9% | -7.5% |
| 1Y | -2.4% | -10.5% | +8.2% | -3.5% |
| 3Y | +80.1% | -33.8% | +113.9% | +85.5% |
| 5Y | +6.5% | -78.1% | +84.6% | +39.0% |
| 10Y | +14.6% | +157.7% | -143.1% | -28.9% |
| All | +14.6% | +163.7% | -149.1% | -28.9% |
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