+2.4%
GPC vs EPAM
-31.1%
+33.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +20.6% | -22.2% | -4.1% |
| 7D | +1.7% | +23.0% | -21.3% | -1.2% |
| 30D | -2.3% | +51.6% | -53.9% | -7.9% |
| 3M | -4.5% | +50.8% | -55.3% | -10.3% |
| 6M | +21.6% | +51.1% | -29.6% | +13.5% |
| YTD | +4.0% | -19.1% | +23.2% | +5.8% |
| 1Y | +3.5% | +3.0% | +0.5% | +1.1% |
| All | +2.4% | -31.1% | +33.5% | 0.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling