+8.2%
GD vs EPAM
-15.2%
+23.4%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.5% |
| 7D | +3.0% | +0.8% | +2.1% | +2.9% |
| 30D | +10.5% | +24.9% | -14.4% | +8.7% |
| 3M | -5.0% | +22.6% | -27.5% | -6.5% |
| 6M | +5.5% | +24.2% | -18.7% | +2.6% |
| YTD | +10.3% | -33.0% | +43.3% | +11.3% |
| 1Y | +8.2% | -13.3% | +21.5% | +4.1% |
| All | +8.2% | -15.2% | +23.4% | +4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling