+841.9%
GNRC vs EPAM
+1,093.7%
-251.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.7% | -8.4% | -4.8% |
| 7D | -13.1% | +18.8% | -31.9% | -17.8% |
| 30D | -19.2% | +44.9% | -64.1% | -27.5% |
| 3M | -11.8% | +68.6% | -80.4% | -24.4% |
| 6M | -32.5% | +65.4% | -97.9% | -43.2% |
| YTD | +33.3% | -19.9% | +53.2% | +34.5% |
| 1Y | +16.0% | -10.0% | +26.1% | +13.2% |
| 3Y | +75.5% | -30.3% | +105.8% | +76.2% |
| 5Y | -58.7% | -75.7% | +16.9% | -48.0% |
| 10Y | +351.2% | +167.2% | +184.0% | +223.8% |
| All | +841.9% | +1,093.7% | -251.9% | +503.4% |
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