+380.7%
GH vs EPAM
+19.1%
+361.6%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | 0.0% |
| 7D | -8.2% | +18.5% | -26.7% | -16.0% |
| 30D | -4.9% | +44.0% | -49.0% | -20.2% |
| 3M | -6.2% | +63.0% | -69.2% | -26.0% |
| 6M | +60.0% | +67.3% | -7.2% | +21.9% |
| YTD | +51.5% | -20.5% | +72.1% | +56.4% |
| 1Y | +58.4% | -9.6% | +68.0% | +54.2% |
| 3Y | +617.2% | -30.8% | +648.1% | +646.6% |
| 5Y | +47.0% | -75.6% | +122.6% | +124.6% |
| All | +380.7% | +19.1% | +361.6% | +130.2% |
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 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