+63.5%
GAP vs EPAM
+1,093.7%
-1,030.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.7% | -5.8% | -2.2% |
| 7D | -0.1% | +18.8% | -18.9% | -4.7% |
| 30D | -5.4% | +44.9% | -50.4% | -13.9% |
| 3M | +2.9% | +68.6% | -65.7% | -10.0% |
| 6M | -4.4% | +65.4% | -69.8% | -17.1% |
| YTD | -11.6% | -19.9% | +8.3% | -10.1% |
| 1Y | -6.0% | -10.0% | +4.0% | -7.1% |
| 3Y | +78.0% | -30.3% | +108.2% | +80.6% |
| 5Y | +8.5% | -75.7% | +84.2% | +28.8% |
| 10Y | +8.6% | +167.2% | -158.6% | -21.4% |
| All | +63.5% | +1,093.7% | -1,030.3% | -11.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling