+951.7%
GS vs EPAM
+899.0%
+52.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.6% | +4.1% | +3.7% |
| 7D | +0.3% | +0.8% | -0.5% | 0.0% |
| 30D | +3.9% | +24.9% | -21.1% | -1.1% |
| 3M | -11.4% | +22.6% | -34.0% | -15.8% |
| 6M | +3.7% | +24.2% | -20.5% | -2.8% |
| YTD | +7.1% | -33.0% | +40.1% | +13.9% |
| 1Y | +19.7% | -13.3% | +33.0% | +19.9% |
| 3Y | +202.8% | -42.9% | +245.8% | +222.0% |
| 5Y | +156.7% | -80.8% | +237.5% | +222.0% |
| 10Y | +548.7% | +122.5% | +426.2% | +334.1% |
| All | +951.7% | +899.0% | +52.7% | +406.1% |
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 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