+97.2%
GD vs EPAM
-81.9%
+179.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -1.7% |
| 7D | -5.3% | +2.0% | -7.2% | -5.3% |
| 30D | -6.4% | +6.5% | -13.0% | -6.7% |
| 3M | +5.7% | +19.9% | -14.2% | +4.7% |
| 6M | -0.9% | -16.9% | +16.0% | -0.7% |
| YTD | +8.2% | -42.9% | +51.0% | +9.7% |
| 1Y | +13.4% | -30.4% | +43.8% | +14.3% |
| 3Y | +68.5% | -54.7% | +123.2% | +70.0% |
| All | +97.2% | -81.9% | +179.1% | +104.8% |
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