+1.1%
GPC vs EPAM
-33.7%
+34.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.9% | +2.5% | -0.8% |
| 7D | +1.6% | +13.4% | -11.8% | -0.3% |
| 30D | -2.1% | +47.1% | -49.2% | -7.3% |
| 3M | -6.8% | +71.2% | -78.0% | -13.9% |
| 6M | +18.6% | +48.9% | -30.3% | +10.9% |
| YTD | +2.7% | -22.2% | +24.9% | +4.9% |
| 1Y | +1.8% | -5.2% | +7.0% | +0.6% |
| 3Y | +1.1% | -34.9% | +36.0% | -0.9% |
| All | +1.1% | -33.7% | +34.8% | -0.9% |
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