-49.5%
GGLL vs EPAM
+21.8%
-71.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.6% | +7.1% | +6.6% |
| 7D | -23.1% | +0.8% | -23.9% | -23.2% |
| 30D | -32.9% | +24.9% | -57.8% | -34.8% |
| 3M | -44.9% | +22.6% | -67.5% | -46.1% |
| 6M | -49.5% | +24.2% | -73.7% | -52.0% |
| All | -49.5% | +21.8% | -71.3% | -52.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling