-54.5%
GTLB vs EPAM
-81.0%
+26.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.2% |
| 7D | -4.1% | -4.5% | +0.4% | -1.8% |
| 30D | +12.3% | +14.6% | -2.3% | +4.9% |
| 3M | +65.9% | +23.1% | +42.8% | +46.9% |
| 6M | +104.0% | -19.5% | +123.4% | +123.9% |
| YTD | +26.0% | -44.1% | +70.1% | +63.9% |
| 1Y | -3.5% | -25.2% | +21.7% | +7.5% |
| 3Y | -9.6% | -56.8% | +47.2% | +24.9% |
| All | -54.5% | -81.0% | +26.6% | -13.7% |
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