+231.3%
GM vs EPAM
+63.0%
+168.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.8% | -2.2% |
| 7D | -1.1% | -2.2% | +1.0% | -0.6% |
| 30D | -4.6% | +17.8% | -22.4% | -8.6% |
| 3M | +0.2% | +19.9% | -19.7% | -5.5% |
| 6M | +12.6% | -21.6% | +34.2% | +18.0% |
| YTD | +3.7% | -44.0% | +47.7% | +17.3% |
| 1Y | +45.6% | -30.5% | +76.1% | +55.0% |
| 3Y | +162.0% | -56.8% | +218.7% | +203.5% |
| 5Y | +80.5% | -81.7% | +162.2% | +142.2% |
| 10Y | +231.3% | +68.4% | +162.9% | +111.8% |
| All | +231.3% | +63.0% | +168.3% | +111.8% |
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