+488.8%
GS vs EPAM
+180.9%
+307.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +20.6% | -27.0% | -10.7% |
| 7D | -6.3% | +23.0% | -29.3% | -11.2% |
| 30D | -3.1% | +51.6% | -54.7% | -12.5% |
| 3M | -17.7% | +50.8% | -68.5% | -25.9% |
| 6M | -4.6% | +51.1% | -55.7% | -15.2% |
| YTD | +0.3% | -19.1% | +19.4% | +2.3% |
| 1Y | +11.7% | +3.0% | +8.7% | +7.3% |
| 3Y | +183.6% | -31.2% | +214.7% | +188.8% |
| 5Y | +141.0% | -76.5% | +217.5% | +204.2% |
| All | +488.8% | +180.9% | +307.9% | +210.5% |
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