+64.6%
GIS vs EPAM
+751.2%
-686.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.1% | -2.3% |
| 7D | -7.8% | +2.0% | -9.8% | -7.9% |
| 30D | +6.6% | +6.5% | 0.0% | +6.1% |
| 3M | +21.0% | +19.9% | +1.0% | +19.5% |
| 6M | -9.1% | -16.9% | +7.9% | -8.7% |
| YTD | -13.6% | -42.9% | +29.3% | -12.0% |
| 1Y | -18.0% | -30.4% | +12.4% | -17.3% |
| 3Y | -33.7% | -54.7% | +21.1% | -32.4% |
| 5Y | -19.4% | -81.8% | +62.4% | -14.8% |
| 10Y | -21.3% | +65.5% | -86.7% | -31.9% |
| All | +64.6% | +751.2% | -686.6% | +34.4% |
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