-12.3%
GFS vs EPAM
-76.2%
+63.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.6% | +6.5% | +5.1% |
| 7D | -3.1% | +9.1% | -12.2% | -5.1% |
| 30D | -16.0% | +38.5% | -54.5% | -21.5% |
| 3M | -24.7% | +61.0% | -85.7% | -31.8% |
| 6M | -45.1% | +58.0% | -103.2% | -51.2% |
| YTD | +16.5% | -23.5% | +39.9% | +21.7% |
| 1Y | +19.3% | -10.5% | +29.9% | +19.7% |
| 3Y | -20.0% | -33.8% | +13.9% | -16.6% |
| 5Y | -32.0% | -78.1% | +46.1% | -12.7% |
| All | -12.3% | -76.2% | +63.9% | +9.9% |
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 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