-30.0%
GLXY vs EPAM
-9.5%
-20.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -0.8% | +14.0% | +13.2% |
| 7D | +14.3% | +18.5% | -4.2% | +12.7% |
| 30D | -19.6% | +44.0% | -63.7% | -23.6% |
| 3M | -20.7% | +63.0% | -83.6% | -26.4% |
| 6M | -49.6% | +67.3% | -116.8% | -54.1% |
| YTD | -28.6% | -20.5% | -8.0% | -0.7% |
| 1Y | -48.0% | -9.6% | -38.4% | -33.9% |
| All | -30.0% | -9.5% | -20.4% | -14.8% |
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