+87.2%
GPC vs EPAM
+163.7%
-76.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.6% | +3.9% | +2.6% |
| 7D | +0.8% | +9.1% | -8.2% | -1.0% |
| 30D | -1.1% | +38.5% | -39.6% | -6.9% |
| 3M | -6.6% | +61.0% | -67.6% | -14.6% |
| 6M | +22.2% | +58.0% | -35.8% | +11.1% |
| YTD | +5.1% | -23.5% | +28.5% | +7.5% |
| 1Y | +2.8% | -10.5% | +13.3% | +2.2% |
| 3Y | +2.4% | -33.8% | +36.2% | +4.0% |
| 5Y | +7.8% | -78.1% | +85.9% | +29.6% |
| 10Y | +87.2% | +157.7% | -70.5% | +18.7% |
| All | +87.2% | +163.7% | -76.5% | +18.7% |
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