+219.4%
GLDM vs EPAM
+31.7%
+187.7%
-28.0%
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% | -0.8% |
| 7D | +4.7% | +13.4% | -8.7% | +4.5% |
| 30D | -0.9% | +47.1% | -47.9% | -1.4% |
| 3M | -4.3% | +71.2% | -75.5% | -5.0% |
| 6M | -13.4% | +48.9% | -62.3% | -13.9% |
| YTD | -5.8% | -22.2% | +16.4% | -5.8% |
| 1Y | +2.1% | -5.2% | +7.2% | +1.8% |
| 3Y | +105.0% | -34.9% | +140.0% | +105.3% |
| 5Y | +122.5% | -77.4% | +199.9% | +129.3% |
| All | +219.4% | +31.7% | +187.7% | +221.0% |
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