+217.7%
GWW vs EPAM
-77.4%
+295.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.1% | -0.4% |
| 7D | +6.0% | +13.4% | -7.4% | +4.7% |
| 30D | +14.0% | +47.1% | -33.0% | +10.1% |
| 3M | +12.5% | +71.2% | -58.6% | +7.1% |
| 6M | +23.6% | +48.9% | -25.3% | +18.5% |
| YTD | +43.6% | -22.2% | +65.9% | +46.4% |
| 1Y | +52.5% | -5.2% | +57.7% | +52.1% |
| 3Y | +92.6% | -34.9% | +127.5% | +95.9% |
| All | +217.7% | -77.4% | +295.1% | +247.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling