-47.2%
GLXY vs EPAM
-8.3%
-38.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.4% | -4.9% | -5.3% |
| 7D | +5.3% | +2.4% | +2.9% | +5.5% |
| 30D | -19.8% | +42.3% | -62.1% | -19.6% |
| 3M | -31.4% | +60.7% | -92.0% | -31.5% |
| 6M | -53.3% | +80.5% | -133.8% | -54.4% |
| YTD | -35.7% | -20.4% | -15.3% | -4.1% |
| 1Y | -47.2% | -9.6% | -37.6% | -43.9% |
| All | -47.2% | -8.3% | -38.9% | -43.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling