+121.1%
GLD vs EPAM
-77.2%
+198.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +20.6% | -19.8% | +0.7% |
| 7D | +1.9% | +23.0% | -21.1% | +1.8% |
| 30D | -1.8% | +51.6% | -53.4% | -2.0% |
| 3M | -3.6% | +50.8% | -54.4% | -3.8% |
| 6M | -10.2% | +51.1% | -61.4% | -10.4% |
| YTD | -5.3% | -19.1% | +13.9% | -5.4% |
| 1Y | +2.5% | +3.0% | -0.5% | +2.2% |
| 3Y | +103.2% | -31.2% | +134.4% | +103.2% |
| 5Y | +121.1% | -76.5% | +197.6% | +126.5% |
| All | +121.1% | -77.2% | +198.2% | +126.5% |
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