+188.5%
GD vs EPAM
+170.1%
+18.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.2% | -0.3% |
| 7D | -5.0% | +13.4% | -18.4% | -6.4% |
| 30D | +8.9% | +47.1% | -38.2% | +4.3% |
| 3M | -8.0% | +71.2% | -79.2% | -13.5% |
| 6M | +2.9% | +48.9% | -46.0% | -2.4% |
| YTD | +7.1% | -22.2% | +29.3% | +8.4% |
| 1Y | +5.9% | -5.2% | +11.1% | +4.9% |
| 3Y | +53.9% | -34.9% | +88.8% | +55.3% |
| 5Y | +95.4% | -77.4% | +172.8% | +128.2% |
| All | +188.5% | +170.1% | +18.4% | +75.8% |
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 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