+76.2%
GGLL vs EPAM
-32.1%
+108.3%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | 0.0% | -2.0% |
| 7D | -4.8% | +2.0% | -6.7% | -5.0% |
| 30D | -13.7% | +6.5% | -20.2% | -14.4% |
| 3M | -21.9% | +19.9% | -41.8% | -23.3% |
| 6M | +11.7% | -16.9% | +28.6% | +15.6% |
| YTD | +2.3% | -42.9% | +45.1% | +14.3% |
| 1Y | +76.2% | -30.4% | +106.5% | +90.4% |
| All | +76.2% | -32.1% | +108.3% | +90.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling