+0.2%
GTLB vs EPAM
-54.6%
+54.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.4% | +2.2% |
| 7D | +11.1% | +2.0% | +9.1% | +10.0% |
| 30D | +37.8% | +6.5% | +31.3% | +32.7% |
| 3M | +61.6% | +19.9% | +41.6% | +45.6% |
| 6M | +98.9% | -16.9% | +115.9% | +113.6% |
| YTD | +32.8% | -42.9% | +75.6% | +67.7% |
| 1Y | +14.7% | -30.4% | +45.0% | +30.7% |
| All | +0.2% | -54.6% | +54.8% | +26.8% |
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