+509.4%
GME vs EPAM
+1,058.6%
-549.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.9% | +7.8% | +4.6% |
| 7D | +3.7% | +13.4% | -9.7% | +0.9% |
| 30D | +2.2% | +47.1% | -44.9% | -5.0% |
| 3M | +30.6% | +71.2% | -40.5% | +17.8% |
| 6M | -0.2% | +48.9% | -49.1% | -8.7% |
| YTD | +25.1% | -22.2% | +47.3% | +27.7% |
| 1Y | +17.7% | -5.2% | +22.8% | +15.8% |
| 3Y | +85.7% | -34.9% | +120.6% | +89.6% |
| 5Y | -52.9% | -77.4% | +24.5% | -46.8% |
| 10Y | +504.9% | +158.1% | +346.8% | +366.7% |
| All | +509.4% | +1,058.6% | -549.2% | +278.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling