+371.1%
GH vs EPAM
+19.3%
+351.8%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | +0.6% | +2.4% | -1.9% | -0.5% |
| 30D | -6.9% | +42.3% | -49.3% | -21.5% |
| 3M | -4.9% | +60.7% | -65.6% | -24.4% |
| 6M | +54.1% | +80.5% | -26.4% | +13.6% |
| YTD | +48.5% | -20.4% | +68.9% | +53.2% |
| 1Y | +61.2% | -9.6% | +70.8% | +56.9% |
| 3Y | +570.3% | -30.5% | +600.8% | +596.4% |
| 5Y | +46.1% | -75.7% | +121.8% | +123.8% |
| All | +371.1% | +19.3% | +351.8% | +125.5% |
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