+205.0%
GLD vs EPAM
+170.1%
+34.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | -0.7% |
| 7D | +4.7% | +13.4% | -8.7% | +4.5% |
| 30D | -0.9% | +47.1% | -48.0% | -1.4% |
| 3M | -4.4% | +71.2% | -75.6% | -5.1% |
| 6M | -13.6% | +48.9% | -62.5% | -14.1% |
| YTD | -6.0% | -22.2% | +16.2% | -6.0% |
| 1Y | +1.8% | -5.2% | +6.9% | +1.5% |
| 3Y | +103.2% | -34.9% | +138.1% | +103.5% |
| 5Y | +119.3% | -77.4% | +196.7% | +125.5% |
| All | +205.0% | +170.1% | +34.9% | +215.5% |
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