+355.2%
GFI vs EPAM
+751.2%
-396.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -1.5% |
| 7D | +3.1% | +2.0% | +1.2% | +3.1% |
| 30D | +27.1% | +6.5% | +20.6% | +26.9% |
| 3M | +21.2% | +19.9% | +1.2% | +20.6% |
| 6M | -4.5% | -16.9% | +12.4% | -4.3% |
| YTD | +11.7% | -42.9% | +54.6% | +12.7% |
| 1Y | +46.0% | -30.4% | +76.4% | +46.8% |
| 3Y | +309.6% | -54.7% | +364.3% | +314.1% |
| 5Y | +506.0% | -81.8% | +587.8% | +525.1% |
| 10Y | +1,009.2% | +65.5% | +943.8% | +1,111.1% |
| All | +355.2% | +751.2% | -396.0% | +356.9% |
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