-32.4%
GIS vs EPAM
-54.6%
+22.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.1% | -2.3% |
| 7D | -7.8% | +2.0% | -9.8% | -8.0% |
| 30D | +6.6% | +6.5% | 0.0% | +5.9% |
| 3M | +21.0% | +19.9% | +1.0% | +19.0% |
| 6M | -9.1% | -16.9% | +7.9% | -9.9% |
| YTD | -13.6% | -42.9% | +29.3% | -14.0% |
| 1Y | -18.0% | -30.4% | +12.4% | -18.7% |
| All | -32.4% | -54.6% | +22.3% | -33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling