+399.9%
GH vs EPAM
-15.7%
+415.6%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.4% |
| 7D | -2.1% | -0.9% | -1.2% | -1.8% |
| 30D | -4.5% | +18.4% | -22.8% | -11.4% |
| 3M | +28.9% | +19.2% | +9.7% | +16.7% |
| 6M | +76.5% | -21.0% | +97.5% | +90.0% |
| YTD | +57.6% | -43.7% | +101.3% | +93.1% |
| 1Y | +167.5% | -29.9% | +197.4% | +193.5% |
| 3Y | +377.4% | -56.5% | +433.9% | +521.8% |
| 5Y | +23.8% | -81.7% | +105.5% | +115.6% |
| All | +399.9% | -15.7% | +415.6% | +184.2% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling