+188.7%
GD vs EPAM
+65.3%
+123.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -1.5% |
| 7D | -5.3% | +2.0% | -7.2% | -5.5% |
| 30D | -6.4% | +6.5% | -13.0% | -7.3% |
| 3M | +5.7% | +19.9% | -14.2% | +3.1% |
| 6M | -0.9% | -16.9% | +16.0% | +0.3% |
| YTD | +8.2% | -42.9% | +51.0% | +13.6% |
| 1Y | +13.4% | -30.4% | +43.8% | +16.3% |
| 3Y | +68.5% | -54.7% | +123.2% | +77.3% |
| 5Y | +97.2% | -81.8% | +179.0% | +131.8% |
| All | +188.7% | +65.3% | +123.3% | +81.8% |
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