+401.3%
GH vs EPAM
-14.4%
+415.7%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +1.2% |
| 7D | -0.1% | +2.0% | -2.0% | -1.0% |
| 30D | -1.1% | +6.5% | -7.6% | -4.6% |
| 3M | +21.3% | +19.9% | +1.4% | +9.6% |
| 6M | +73.5% | -16.9% | +90.5% | +82.8% |
| YTD | +58.0% | -42.9% | +100.9% | +92.4% |
| 1Y | +163.1% | -30.4% | +193.4% | +189.6% |
| 3Y | +361.0% | -54.7% | +415.8% | +489.7% |
| 5Y | +22.5% | -81.8% | +104.3% | +114.7% |
| All | +401.3% | -14.4% | +415.7% | +183.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling