+230.2%
GWW vs EPAM
-81.9%
+312.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.1% |
| 7D | +1.4% | +2.0% | -0.6% | +1.2% |
| 30D | +3.3% | +6.5% | -3.3% | +2.5% |
| 3M | +2.9% | +19.9% | -17.0% | +0.8% |
| 6M | +15.8% | -16.9% | +32.7% | +17.4% |
| YTD | +32.0% | -42.9% | +74.9% | +38.6% |
| 1Y | +29.9% | -30.4% | +60.3% | +33.3% |
| 3Y | +91.1% | -54.7% | +145.8% | +101.0% |
| All | +230.2% | -81.9% | +312.1% | +264.5% |
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