+188.6%
GGLL vs EPAM
-60.9%
+249.5%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.9% | +5.2% | +2.5% |
| 7D | +3.1% | +13.4% | -10.3% | -1.4% |
| 30D | -36.3% | +47.1% | -83.4% | -43.9% |
| 3M | -40.4% | +71.2% | -111.5% | -50.2% |
| 6M | -54.6% | +48.9% | -103.5% | -60.8% |
| YTD | -31.1% | -22.2% | -8.9% | -26.9% |
| 1Y | -19.2% | -5.2% | -14.0% | -20.5% |
| 3Y | +151.5% | -34.9% | +186.5% | +161.8% |
| All | +188.6% | -60.9% | +249.5% | +303.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling