+78.4%
GAP vs EPAM
-30.2%
+108.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.9% |
| 7D | -9.3% | +18.5% | -27.9% | -12.5% |
| 30D | -5.5% | +44.0% | -49.5% | -12.5% |
| 3M | +3.5% | +63.0% | -59.5% | -7.0% |
| 6M | +0.7% | +67.3% | -66.6% | -11.2% |
| YTD | -13.4% | -20.5% | +7.2% | -9.3% |
| 1Y | -7.7% | -9.6% | +2.0% | -6.8% |
| All | +78.4% | -30.2% | +108.6% | +69.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling