-29.3%
GFS vs EPAM
-76.7%
+47.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.7% | -4.4% | -0.4% |
| 7D | -5.3% | +18.8% | -24.1% | -8.5% |
| 30D | -15.8% | +44.9% | -60.7% | -21.8% |
| 3M | -18.6% | +68.6% | -87.2% | -26.8% |
| 6M | -45.0% | +65.4% | -110.4% | -51.3% |
| YTD | +16.8% | -19.9% | +36.7% | +21.2% |
| 1Y | +17.8% | -10.0% | +27.8% | +18.6% |
| 3Y | -21.5% | -30.3% | +8.7% | -19.0% |
| 5Y | -29.3% | -75.7% | +46.3% | -17.0% |
| All | -29.3% | -76.7% | +47.4% | -17.0% |
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