+610.3%
GD vs EPAM
+899.0%
-288.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.5% |
| 7D | +3.0% | +0.8% | +2.1% | +2.8% |
| 30D | +10.5% | +24.9% | -14.4% | +7.8% |
| 3M | -5.0% | +22.6% | -27.5% | -7.4% |
| 6M | +5.5% | +24.2% | -18.7% | +2.1% |
| YTD | +10.3% | -33.0% | +43.3% | +13.8% |
| 1Y | +8.2% | -13.3% | +21.5% | +8.3% |
| 3Y | +59.0% | -42.9% | +102.0% | +63.3% |
| 5Y | +104.3% | -80.8% | +185.1% | +133.5% |
| 10Y | +202.4% | +122.5% | +79.9% | +120.6% |
| All | +610.3% | +899.0% | -288.7% | +357.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling