+870.7%
GNRC vs EPAM
+751.2%
+119.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.4% | +4.7% | +3.0% |
| 7D | +1.9% | +2.0% | 0.0% | +1.4% |
| 30D | -13.8% | +6.5% | -20.4% | -15.7% |
| 3M | -32.6% | +19.9% | -52.6% | -37.0% |
| 6M | -15.2% | -16.9% | +1.7% | -13.1% |
| YTD | +37.4% | -42.9% | +80.3% | +53.8% |
| 1Y | +5.1% | -30.4% | +35.5% | +10.5% |
| 3Y | +57.5% | -54.7% | +112.2% | +80.4% |
| 5Y | -58.7% | -81.8% | +23.1% | -43.3% |
| 10Y | +395.5% | +65.5% | +330.1% | +302.4% |
| All | +870.7% | +751.2% | +119.5% | +589.8% |
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 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