+27.2%
GFI vs EPAM
-29.6%
+56.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +13.0% |
| 3M | +36.2% | +23.1% | +13.1% | +35.1% |
| 6M | -9.8% | -19.5% | +9.6% | -8.9% |
| YTD | +7.7% | -44.1% | +51.8% | +10.3% |
| 1Y | +27.2% | -25.2% | +52.4% | +46.4% |
| All | +27.2% | -29.6% | +56.8% | +46.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling