-2.4%
GFS vs EPAM
-82.2%
+79.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +2.0% |
| 7D | +1.0% | +2.0% | -0.9% | +0.6% |
| 30D | -8.6% | +6.5% | -15.1% | -10.1% |
| 3M | -46.5% | +19.9% | -66.5% | -49.2% |
| 6M | -4.8% | -16.9% | +12.1% | -2.2% |
| YTD | +29.7% | -42.9% | +72.5% | +44.4% |
| 1Y | +35.8% | -30.4% | +66.2% | +43.2% |
| 3Y | -18.3% | -54.7% | +36.4% | -7.7% |
| All | -2.4% | -82.2% | +79.8% | +30.3% |
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