+151.2%
GGLL vs EPAM
-29.7%
+180.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.7% | -5.3% | -1.5% |
| 7D | +5.1% | +18.8% | -13.7% | +0.9% |
| 30D | -35.5% | +44.9% | -80.4% | -40.9% |
| 3M | -39.2% | +68.6% | -107.7% | -46.4% |
| 6M | -54.4% | +65.4% | -119.8% | -59.9% |
| YTD | -29.8% | -19.9% | -10.0% | -25.9% |
| 1Y | -20.4% | -10.0% | -10.4% | -18.9% |
| All | +151.2% | -29.7% | +180.9% | +144.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling