+106.7%
GLDM vs EPAM
-31.1%
+137.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +20.6% | -19.8% | +1.0% |
| 7D | +1.9% | +23.0% | -21.1% | +2.0% |
| 30D | -1.7% | +51.6% | -53.3% | -1.5% |
| 3M | -3.5% | +50.8% | -54.3% | -3.3% |
| 6M | -10.1% | +51.1% | -61.2% | -9.8% |
| YTD | -5.0% | -19.1% | +14.1% | -6.0% |
| 1Y | +2.8% | +3.0% | -0.2% | +2.2% |
| All | +106.7% | -31.1% | +137.7% | +106.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling