+303.9%
GPN vs EPAM
+1,058.6%
-754.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.9% | +6.4% | +3.6% |
| 7D | +0.6% | +13.4% | -12.8% | -3.6% |
| 30D | +20.1% | +47.1% | -26.9% | +7.1% |
| 3M | +11.4% | +71.2% | -59.8% | -5.1% |
| 6M | +40.8% | +48.9% | -8.1% | +23.4% |
| YTD | +27.1% | -22.2% | +49.3% | +32.0% |
| 1Y | +29.2% | -5.2% | +34.4% | +26.9% |
| 3Y | -9.4% | -34.9% | +25.6% | -5.5% |
| 5Y | -25.1% | -77.4% | +52.3% | -5.3% |
| 10Y | +46.1% | +158.1% | -112.0% | -6.6% |
| All | +303.9% | +1,058.6% | -754.7% | +126.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling