-7.8%
GFS vs EPAM
-75.1%
+67.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.2% | -0.6% |
| 7D | +17.2% | -1.1% | +18.3% | +17.3% |
| 30D | -8.7% | +41.8% | -50.6% | -14.9% |
| 3M | -19.7% | +63.4% | -83.0% | -27.4% |
| 6M | -40.7% | +72.2% | -112.9% | -48.1% |
| YTD | +22.5% | -20.0% | +42.6% | +27.2% |
| 1Y | +25.2% | -9.0% | +34.3% | +25.6% |
| 3Y | -17.7% | -30.4% | +12.7% | -15.0% |
| 5Y | -23.5% | -75.6% | +52.1% | -4.7% |
| All | -7.8% | -75.1% | +67.4% | +14.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling