-42.6%
GFS vs EPAM
-77.2%
+34.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +20.6% | -30.5% | -13.1% |
| 7D | -20.7% | +23.0% | -43.7% | -23.9% |
| 30D | -25.2% | +51.6% | -76.8% | -31.0% |
| 3M | -26.3% | +50.8% | -77.1% | -32.5% |
| 6M | -50.7% | +51.1% | -101.8% | -55.4% |
| YTD | +4.5% | -19.1% | +23.7% | +8.4% |
| 1Y | +2.5% | +3.0% | -0.5% | -0.4% |
| 3Y | -30.9% | -31.2% | +0.2% | -28.4% |
| 5Y | -42.6% | -76.5% | +33.9% | -30.0% |
| All | -42.6% | -77.2% | +34.5% | -30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling