+46.6%
GPN vs EPAM
+157.4%
-110.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.3% |
| 7D | -5.6% | +2.4% | -8.1% | -6.4% |
| 30D | +13.6% | +42.3% | -28.7% | +0.8% |
| 3M | -2.8% | +60.7% | -63.5% | -17.3% |
| 6M | +38.1% | +80.5% | -42.4% | +11.8% |
| YTD | +19.9% | -20.4% | +40.3% | +24.3% |
| 1Y | +23.4% | -9.6% | +33.0% | +22.8% |
| 3Y | -12.6% | -30.5% | +17.8% | -10.6% |
| 5Y | -26.6% | -75.7% | +49.1% | -1.9% |
| All | +46.6% | +157.4% | -110.8% | -44.7% |
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 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