-18.0%
GIS vs EPAM
+163.7%
-181.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.7% |
| 7D | +0.4% | +9.1% | -8.7% | -0.2% |
| 30D | +10.1% | +38.5% | -28.4% | +8.1% |
| 3M | -3.7% | +61.0% | -64.6% | -6.2% |
| 6M | +4.3% | +58.0% | -53.8% | +1.3% |
| YTD | -19.8% | -23.5% | +3.6% | -19.9% |
| 1Y | -20.5% | -10.5% | -9.9% | -21.1% |
| 3Y | -38.3% | -33.8% | -4.5% | -38.6% |
| 5Y | -32.2% | -78.1% | +46.0% | -27.4% |
| 10Y | -18.0% | +157.7% | -175.7% | -36.3% |
| All | -18.0% | +163.7% | -181.7% | -36.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling