+5.6%
GTLB vs EPAM
-30.1%
+35.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | -0.7% | +2.4% | -3.2% | -1.8% |
| 30D | -10.2% | +42.3% | -52.5% | -25.2% |
| 3M | +10.1% | +60.7% | -50.6% | -13.7% |
| 6M | +116.5% | +80.5% | +36.0% | +58.4% |
| YTD | +27.2% | -20.4% | +47.5% | +34.3% |
| 1Y | +8.6% | -9.6% | +18.1% | +7.8% |
| 3Y | +5.6% | -30.5% | +36.1% | +17.4% |
| All | +5.6% | -30.1% | +35.7% | +17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling