+217.5%
GGLL vs EPAM
-59.8%
+277.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +3.4% |
| 7D | +11.5% | -1.1% | +12.7% | +11.8% |
| 30D | -31.2% | +41.8% | -73.1% | -38.7% |
| 3M | -28.7% | +63.4% | -92.0% | -39.4% |
| 6M | -47.2% | +72.2% | -119.4% | -56.6% |
| YTD | -24.3% | -20.0% | -4.2% | -20.3% |
| 1Y | -12.0% | -9.0% | -2.9% | -11.8% |
| 3Y | +169.6% | -30.4% | +200.0% | +173.1% |
| All | +217.5% | -59.8% | +277.3% | +339.8% |
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 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