+53.1%
GPN vs EPAM
+165.6%
-112.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.1% |
| 7D | +4.3% | +18.5% | -14.2% | -2.0% |
| 30D | +22.1% | +44.0% | -21.9% | +8.0% |
| 3M | +17.1% | +63.0% | -45.9% | -0.8% |
| 6M | +46.7% | +67.3% | -20.5% | +21.7% |
| YTD | +30.8% | -20.5% | +51.3% | +35.7% |
| 1Y | +31.5% | -9.6% | +41.1% | +30.9% |
| 3Y | -5.1% | -30.8% | +25.7% | -2.7% |
| 5Y | -18.1% | -75.6% | +57.5% | +9.3% |
| 10Y | +53.1% | +159.6% | -106.4% | -42.9% |
| All | +53.1% | +165.6% | -112.5% | -42.9% |
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 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