+251.4%
GFI vs EPAM
+1,091.5%
-840.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.6% | -5.4% | -4.8% |
| 7D | -5.4% | -1.1% | -4.3% | -5.4% |
| 30D | -1.5% | +41.8% | -43.4% | -2.3% |
| 3M | -10.2% | +63.4% | -73.5% | -11.1% |
| 6M | -19.3% | +72.2% | -91.5% | -20.3% |
| YTD | -13.7% | -20.0% | +6.3% | -13.7% |
| 1Y | -12.1% | -9.0% | -3.1% | -12.3% |
| 3Y | +208.4% | -30.4% | +238.7% | +208.8% |
| 5Y | +301.4% | -75.6% | +377.0% | +311.3% |
| 10Y | +1,285.2% | +161.2% | +1,124.0% | +1,404.3% |
| All | +251.4% | +1,091.5% | -840.1% | +249.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling