+216.0%
GLD vs EPAM
+65.3%
+150.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.5% | -0.8% |
| 7D | -0.5% | +2.0% | -2.5% | -0.5% |
| 30D | +4.4% | +6.5% | -2.1% | +4.3% |
| 3M | -1.1% | +19.9% | -21.0% | -1.4% |
| 6M | -13.8% | -16.9% | +3.2% | -13.7% |
| YTD | +2.6% | -42.9% | +45.5% | +3.1% |
| 1Y | +24.5% | -30.4% | +54.9% | +24.8% |
| 3Y | +125.8% | -54.7% | +180.6% | +127.5% |
| 5Y | +137.8% | -81.8% | +219.6% | +144.7% |
| All | +216.0% | +65.3% | +150.7% | +222.8% |
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