+83.7%
GPC vs EPAM
+65.3%
+18.4%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.5% |
| 7D | +1.2% | +2.0% | -0.8% | +0.8% |
| 30D | +6.0% | +6.5% | -0.6% | +4.4% |
| 3M | +42.6% | +19.9% | +22.7% | +37.1% |
| 6M | +22.8% | -16.9% | +39.7% | +25.4% |
| YTD | +15.5% | -42.9% | +58.3% | +25.0% |
| 1Y | +2.0% | -30.4% | +32.4% | +6.3% |
| 3Y | -1.4% | -54.7% | +53.3% | +7.6% |
| 5Y | +30.6% | -81.8% | +112.4% | +60.4% |
| All | +83.7% | +65.3% | +18.4% | +22.6% |
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