+185.7%
GS vs EPAM
-81.9%
+267.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.4% | +0.4% |
| 7D | +0.9% | +2.0% | -1.0% | +0.6% |
| 30D | -1.6% | +6.5% | -8.1% | -2.8% |
| 3M | -4.5% | +19.9% | -24.4% | -8.0% |
| 6M | +20.9% | -16.9% | +37.8% | +23.6% |
| YTD | +19.9% | -42.9% | +62.8% | +29.9% |
| 1Y | +41.4% | -30.4% | +71.8% | +47.6% |
| 3Y | +239.2% | -54.7% | +293.9% | +269.9% |
| All | +185.7% | -81.9% | +267.6% | +217.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling