-57.2%
GLXY vs EPAM
+50.2%
-107.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +20.6% | -27.7% | -0.7% |
| 7D | -28.4% | +23.0% | -51.4% | -22.9% |
| 30D | -41.4% | +51.6% | -93.0% | -33.5% |
| 3M | -31.9% | +50.8% | -82.7% | -23.0% |
| 6M | -57.2% | +51.1% | -108.3% | -47.0% |
| All | -57.2% | +50.2% | -107.4% | -47.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling