-12.1%
GFI vs EPAM
-9.2%
-2.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.6% | -5.4% | -4.8% |
| 7D | -5.4% | -1.1% | -4.3% | -5.3% |
| 30D | -1.5% | +41.8% | -43.4% | -4.1% |
| 3M | -10.2% | +63.4% | -73.5% | -13.1% |
| 6M | -19.3% | +72.2% | -91.5% | -22.4% |
| YTD | -13.7% | -20.0% | +6.3% | -12.6% |
| 1Y | -12.1% | -9.0% | -3.1% | -17.4% |
| All | -12.1% | -9.2% | -2.9% | -17.4% |
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