+96.7%
GD vs EPAM
-77.2%
+173.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +20.6% | -23.0% | -3.1% |
| 7D | -3.9% | +23.0% | -26.9% | -4.7% |
| 30D | +8.1% | +51.6% | -43.5% | +6.3% |
| 3M | -6.8% | +50.8% | -57.6% | -8.4% |
| 6M | +3.0% | +51.1% | -48.1% | +0.9% |
| YTD | +7.8% | -19.1% | +26.9% | +7.8% |
| 1Y | +5.8% | +3.0% | +2.8% | +5.0% |
| 3Y | +55.3% | -31.2% | +86.5% | +54.4% |
| 5Y | +96.7% | -76.5% | +173.2% | +106.8% |
| All | +96.7% | -77.2% | +173.8% | +106.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling