-54.5%
GTLB vs EPAM
-72.9%
+18.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.4% |
| 7D | -3.5% | -1.1% | -2.4% | -3.1% |
| 30D | -9.0% | +41.8% | -50.8% | -25.4% |
| 3M | +15.9% | +63.4% | -47.5% | -11.8% |
| 6M | +104.9% | +72.2% | +32.7% | +49.7% |
| YTD | +26.0% | -20.0% | +46.0% | +33.3% |
| 1Y | +1.8% | -9.0% | +10.8% | +0.5% |
| 3Y | +6.0% | -30.4% | +36.4% | +12.2% |
| 5Y | -62.2% | -75.6% | +13.4% | -38.2% |
| All | -54.5% | -72.9% | +18.4% | -29.9% |
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 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