+1,025.1%
GFI vs EPAM
+69.2%
+955.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.7% | -2.9% |
| 7D | -5.1% | -4.5% | -0.7% | -5.0% |
| 30D | +13.4% | +14.6% | -1.2% | +12.9% |
| 3M | +36.2% | +23.1% | +13.1% | +35.0% |
| 6M | -9.8% | -19.5% | +9.6% | -9.3% |
| YTD | +7.7% | -44.1% | +51.8% | +9.6% |
| 1Y | +27.2% | -25.2% | +52.4% | +28.2% |
| 3Y | +300.3% | -56.8% | +357.1% | +309.5% |
| 5Y | +539.8% | -81.7% | +621.5% | +584.3% |
| All | +1,025.1% | +69.2% | +955.9% | +1,477.0% |
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