-12.7%
GFS vs EPAM
-79.2%
+66.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.6% | -5.4% | -5.8% |
| 7D | -12.5% | +0.8% | -13.3% | -12.7% |
| 30D | -16.9% | +24.9% | -41.9% | -20.5% |
| 3M | -22.3% | +22.6% | -44.8% | -25.9% |
| 6M | -40.2% | +24.2% | -64.4% | -43.9% |
| YTD | +16.0% | -33.0% | +48.9% | +24.7% |
| 1Y | +17.7% | -13.3% | +31.0% | +18.1% |
| 3Y | -23.4% | -42.9% | +19.6% | -17.6% |
| 5Y | -35.4% | -80.8% | +45.4% | -14.7% |
| All | -12.7% | -79.2% | +66.4% | +12.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling