-19.4%
GFS vs EPAM
-54.6%
+35.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +1.9% |
| 7D | +1.0% | +2.0% | -0.9% | +0.7% |
| 30D | -8.6% | +6.5% | -15.1% | -9.7% |
| 3M | -46.5% | +19.9% | -66.5% | -48.3% |
| 6M | -4.8% | -16.9% | +12.1% | +0.9% |
| YTD | +29.7% | -42.9% | +72.5% | +52.3% |
| 1Y | +35.8% | -30.4% | +66.2% | +47.5% |
| All | -19.4% | -54.6% | +35.2% | -8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling