+184.7%
GGLL vs EPAM
-59.3%
+244.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +20.6% | -25.1% | -10.2% |
| 7D | -1.3% | +23.0% | -24.3% | -7.8% |
| 30D | -36.3% | +51.6% | -87.8% | -44.3% |
| 3M | -42.7% | +50.8% | -93.5% | -50.2% |
| 6M | -53.1% | +51.1% | -104.2% | -59.6% |
| YTD | -32.1% | -19.1% | -13.0% | -28.6% |
| 1Y | -20.1% | +3.0% | -23.1% | -23.5% |
| 3Y | +151.7% | -31.2% | +182.9% | +157.1% |
| All | +184.7% | -59.3% | +244.0% | +293.5% |
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 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