+596.3%
GD vs EPAM
+751.2%
-154.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.0% |
| 6M | -0.9% | -16.9% | +16.0% | +0.3% |
| YTD | +8.2% | -42.9% | +51.0% | +13.7% |
| 1Y | +13.4% | -30.4% | +43.8% | +16.4% |
| 3Y | +68.5% | -54.7% | +123.2% | +77.6% |
| 5Y | +97.2% | -81.8% | +179.0% | +124.6% |
| 10Y | +190.2% | +65.5% | +124.7% | +119.3% |
| All | +596.3% | +751.2% | -154.9% | +357.5% |
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