+62.2%
GH vs EPAM
-11.8%
+73.9%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.6% | +6.8% | +5.4% |
| 7D | -7.0% | +9.1% | -16.0% | -8.0% |
| 30D | -5.2% | +38.5% | -43.7% | -11.2% |
| 3M | -5.8% | +61.0% | -66.7% | -15.3% |
| 6M | +65.9% | +58.0% | +7.9% | +47.4% |
| YTD | +55.5% | -23.5% | +78.9% | +62.8% |
| All | +62.2% | -11.8% | +73.9% | +68.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling