+86.2%
GPC vs EPAM
+170.1%
-83.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.9% | +2.5% | -0.7% |
| 7D | +1.6% | +13.4% | -11.8% | -1.0% |
| 30D | -2.1% | +47.1% | -49.2% | -8.8% |
| 3M | -6.8% | +71.2% | -78.0% | -15.7% |
| 6M | +18.6% | +48.9% | -30.3% | +8.9% |
| YTD | +2.7% | -22.2% | +24.9% | +4.8% |
| 1Y | +1.8% | -5.2% | +7.0% | +0.1% |
| 3Y | +1.1% | -34.9% | +36.0% | +3.0% |
| 5Y | +4.1% | -77.4% | +81.5% | +24.2% |
| All | +86.2% | +170.1% | -83.9% | +17.6% |
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