+75.8%
GPC vs EPAM
+165.6%
-89.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | -2.1% | +18.5% | -20.6% | -5.3% |
| 30D | -4.5% | +44.0% | -48.6% | -10.8% |
| 3M | -7.7% | +63.0% | -70.7% | -15.7% |
| 6M | +24.3% | +67.3% | -42.9% | +11.9% |
| YTD | +3.5% | -20.5% | +24.0% | +5.2% |
| 1Y | +0.7% | -9.6% | +10.4% | 0.0% |
| 3Y | 0.0% | -30.8% | +30.8% | +0.8% |
| 5Y | +5.8% | -75.6% | +81.5% | +23.8% |
| 10Y | +75.8% | +159.6% | -83.8% | +12.6% |
| All | +75.8% | +165.6% | -89.9% | +12.6% |
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