+208.4%
GLD vs EPAM
+168.6%
+39.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.7% | -7.3% | -2.7% |
| 7D | +2.8% | +18.8% | -16.0% | +2.6% |
| 30D | -4.0% | +44.9% | -48.9% | -4.5% |
| 3M | -8.2% | +68.6% | -76.8% | -8.9% |
| 6M | -14.8% | +65.4% | -80.3% | -15.5% |
| YTD | -6.8% | -19.9% | +13.1% | -6.8% |
| 1Y | -2.4% | -10.0% | +7.6% | -2.6% |
| 3Y | +105.8% | -30.3% | +136.0% | +105.8% |
| 5Y | +113.3% | -75.7% | +189.0% | +118.9% |
| 10Y | +208.4% | +167.2% | +41.2% | +217.1% |
| All | +208.4% | +168.6% | +39.8% | +217.1% |
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