-16.4%
GFS vs EPAM
-75.8%
+59.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.9% | +10.1% | +6.8% |
| 7D | -7.8% | +13.4% | -21.2% | -10.3% |
| 30D | -19.7% | +47.1% | -66.7% | -25.6% |
| 3M | -23.1% | +71.2% | -94.3% | -31.1% |
| 6M | -46.4% | +48.9% | -95.3% | -51.6% |
| YTD | +11.0% | -22.2% | +33.3% | +15.8% |
| 1Y | +12.6% | -5.2% | +17.8% | +11.4% |
| 3Y | -24.9% | -34.9% | +10.0% | -21.4% |
| 5Y | -39.1% | -77.4% | +38.3% | -22.4% |
| All | -16.4% | -75.8% | +59.4% | +4.5% |
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 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