+282.6%
GPN vs EPAM
+751.2%
-468.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +1.5% |
| 7D | +0.8% | +2.0% | -1.2% | +0.2% |
| 30D | +5.8% | +6.5% | -0.7% | +3.3% |
| 3M | +37.0% | +19.9% | +17.1% | +28.8% |
| 6M | +20.1% | -16.9% | +37.1% | +24.7% |
| YTD | +20.4% | -42.9% | +63.3% | +37.5% |
| 1Y | +7.4% | -30.4% | +37.8% | +15.7% |
| 3Y | -26.1% | -54.7% | +28.6% | -14.2% |
| 5Y | -38.5% | -81.8% | +43.3% | -17.4% |
| 10Y | +28.4% | +65.5% | -37.1% | -7.8% |
| All | +282.6% | +751.2% | -468.6% | +135.4% |
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