+12.1%
GS vs EPAM
-4.9%
+17.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | -0.3% |
| 7D | -3.2% | +13.4% | -16.6% | -3.2% |
| 30D | -2.4% | +47.1% | -49.5% | -4.0% |
| 3M | -15.7% | +71.2% | -86.9% | -17.9% |
| 6M | -6.8% | +48.9% | -55.7% | -7.0% |
| YTD | -0.1% | -22.2% | +22.2% | +8.8% |
| 1Y | +12.1% | -5.2% | +17.3% | +15.1% |
| All | +12.1% | -4.9% | +17.0% | +15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling