+65.7%
GAP vs EPAM
+751.2%
-685.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +1.0% |
| 7D | -4.5% | +2.0% | -6.4% | -4.9% |
| 30D | +9.0% | +6.5% | +2.5% | +6.9% |
| 3M | +5.0% | +19.9% | -14.9% | -0.5% |
| 6M | -17.8% | -16.9% | -0.9% | -15.6% |
| YTD | -10.4% | -42.9% | +32.5% | -0.4% |
| 1Y | -3.4% | -30.4% | +27.0% | +2.1% |
| 3Y | +111.5% | -54.7% | +166.2% | +139.5% |
| 5Y | +8.8% | -81.8% | +90.6% | +39.3% |
| 10Y | +32.9% | +65.5% | -32.6% | +7.1% |
| All | +65.7% | +751.2% | -685.5% | -1.8% |
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