+55.5%
GIS vs EPAM
+1,058.6%
-1,003.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.9% | +1.3% | -2.4% |
| 7D | +3.6% | +13.4% | -9.8% | +2.7% |
| 30D | +13.9% | +47.1% | -33.2% | +11.4% |
| 3M | +0.3% | +71.2% | -70.9% | -2.7% |
| 6M | +5.0% | +48.9% | -44.0% | +2.2% |
| YTD | -18.4% | -22.2% | +3.9% | -18.3% |
| 1Y | -17.4% | -5.2% | -12.3% | -18.2% |
| 3Y | -36.9% | -34.9% | -2.0% | -37.0% |
| 5Y | -30.4% | -77.4% | +47.0% | -27.0% |
| 10Y | -13.6% | +158.1% | -171.7% | -27.2% |
| All | +55.5% | +1,058.6% | -1,003.1% | +24.7% |
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