-33.4%
GLXY vs EPAM
-9.0%
-24.5%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.6% | -5.6% | -5.0% |
| 7D | +16.9% | -1.1% | +18.1% | +17.0% |
| 30D | -23.0% | +41.8% | -64.8% | -26.5% |
| 3M | -28.0% | +63.4% | -91.3% | -33.2% |
| 6M | -51.6% | +72.2% | -123.8% | -56.4% |
| YTD | -32.1% | -20.0% | -12.1% | -5.6% |
| 1Y | -51.5% | -9.0% | -42.4% | -38.2% |
| All | -33.4% | -9.0% | -24.5% | -19.1% |
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