-18.5%
GIS vs EPAM
+65.2%
-83.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.5% |
| 7D | -8.3% | -0.9% | -7.4% | -8.2% |
| 30D | +2.2% | +18.4% | -16.2% | +1.3% |
| 3M | +15.7% | +19.2% | -3.5% | +14.4% |
| 6M | -12.0% | -21.0% | +9.0% | -11.5% |
| YTD | -15.0% | -43.7% | +28.7% | -13.5% |
| 1Y | -20.1% | -29.9% | +9.8% | -19.6% |
| 3Y | -34.6% | -56.5% | +21.9% | -33.4% |
| 5Y | -22.8% | -81.7% | +58.8% | -17.6% |
| 10Y | -18.5% | +64.5% | -83.0% | -35.1% |
| All | -18.5% | +65.2% | -83.7% | -35.1% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling