+1,233.3%
GFI vs EPAM
+157.4%
+1,075.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | 0.0% |
| 7D | -8.7% | +2.4% | -11.1% | -8.8% |
| 30D | +0.6% | +42.3% | -41.7% | -0.9% |
| 3M | -7.5% | +60.7% | -68.1% | -9.3% |
| 6M | -18.3% | +80.5% | -98.8% | -20.5% |
| YTD | -13.8% | -20.4% | +6.6% | -13.6% |
| 1Y | -8.8% | -9.6% | +0.8% | -9.0% |
| 3Y | +215.8% | -30.5% | +246.3% | +216.9% |
| 5Y | +301.2% | -75.7% | +376.9% | +326.9% |
| All | +1,233.3% | +157.4% | +1,075.9% | +1,638.9% |
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