+420.1%
GNRC vs EPAM
+69.2%
+350.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.4% | -2.5% |
| 7D | -0.7% | -4.5% | +3.7% | +0.6% |
| 30D | -15.8% | +14.6% | -30.5% | -19.5% |
| 3M | -24.0% | +23.1% | -47.1% | -30.3% |
| 6M | -13.8% | -19.5% | +5.7% | -10.3% |
| YTD | +33.2% | -44.1% | +77.3% | +53.2% |
| 1Y | -1.8% | -25.2% | +23.4% | +1.5% |
| 3Y | +57.7% | -56.8% | +114.6% | +87.7% |
| 5Y | -59.7% | -81.7% | +22.0% | -39.2% |
| All | +420.1% | +69.2% | +350.9% | +230.7% |
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