+0.7%
GPC vs EPAM
-10.0%
+10.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | -2.1% | +18.5% | -20.6% | -3.6% |
| 30D | -4.5% | +44.0% | -48.6% | -8.0% |
| 3M | -7.7% | +63.0% | -70.7% | -12.4% |
| 6M | +24.3% | +67.3% | -42.9% | +16.3% |
| YTD | +3.5% | -20.5% | +24.0% | +2.6% |
| 1Y | +0.7% | -9.6% | +10.4% | -2.7% |
| All | +0.7% | -10.0% | +10.8% | -2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling