+313.5%
GFI vs EPAM
-56.4%
+369.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.0% | -0.4% |
| 7D | +5.7% | -0.9% | +6.6% | +5.7% |
| 30D | +15.6% | +18.4% | -2.7% | +15.1% |
| 3M | +31.5% | +19.2% | +12.3% | +30.6% |
| 6M | -3.7% | -21.0% | +17.2% | -3.1% |
| YTD | +11.2% | -43.7% | +55.0% | +13.1% |
| 1Y | +36.4% | -29.9% | +66.3% | +38.5% |
| 3Y | +313.5% | -56.5% | +370.1% | +331.0% |
| All | +313.5% | -56.4% | +369.9% | +331.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling