+524.6%
GFI vs EPAM
-81.8%
+606.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.3% |
| 7D | +4.7% | -2.2% | +6.8% | +4.8% |
| 30D | +14.4% | +17.8% | -3.3% | +14.0% |
| 3M | +32.5% | +19.9% | +12.6% | +31.9% |
| 6M | -7.2% | -21.6% | +14.4% | -6.8% |
| YTD | +10.9% | -44.0% | +54.9% | +12.0% |
| 1Y | +35.5% | -30.5% | +66.0% | +36.5% |
| 3Y | +312.1% | -56.8% | +368.9% | +318.7% |
| 5Y | +524.6% | -81.7% | +606.3% | +539.5% |
| All | +524.6% | -81.8% | +606.4% | +539.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling