+36.6%
GH vs EPAM
-77.4%
+114.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.9% | +2.2% | -0.4% |
| 7D | -15.6% | +13.4% | -29.0% | -20.5% |
| 30D | -10.4% | +47.1% | -57.4% | -23.5% |
| 3M | -4.3% | +71.2% | -75.4% | -23.3% |
| 6M | +63.5% | +48.9% | +14.6% | +35.1% |
| YTD | +47.7% | -22.2% | +70.0% | +54.1% |
| 1Y | +56.7% | -5.2% | +61.9% | +51.0% |
| 3Y | +443.9% | -34.9% | +478.8% | +481.7% |
| All | +36.6% | -77.4% | +114.1% | +101.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling