+393.1%
GH vs EPAM
+14.7%
+378.4%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.6% | +6.8% | +5.9% |
| 7D | -7.0% | +9.1% | -16.0% | -11.9% |
| 30D | -5.2% | +38.5% | -43.7% | -19.1% |
| 3M | -5.8% | +61.0% | -66.7% | -25.2% |
| 6M | +65.9% | +58.0% | +7.9% | +29.4% |
| YTD | +55.5% | -23.5% | +78.9% | +63.0% |
| 1Y | +64.2% | -10.5% | +74.7% | +60.4% |
| 3Y | +606.0% | -33.8% | +639.9% | +649.1% |
| 5Y | +47.3% | -78.1% | +125.4% | +138.2% |
| All | +393.1% | +14.7% | +378.4% | +140.0% |
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 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