+93.8%
GD vs SEI
+706.3%
-612.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +14.3% | -14.9% | -1.4% |
| 7D | -5.0% | -18.3% | +13.3% | -4.1% |
| 30D | +8.9% | -24.4% | +33.4% | +10.1% |
| 3M | -8.0% | +1.5% | -9.6% | -8.8% |
| 6M | +2.9% | -25.1% | +28.0% | +3.3% |
| YTD | +7.1% | +26.4% | -19.4% | +3.1% |
| 1Y | +5.9% | +8.9% | -3.0% | +2.8% |
| 3Y | +53.9% | +586.7% | -532.8% | +17.3% |
| All | +93.8% | +706.3% | -612.5% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 5y: compounded portfolio wealth divided by compounded SEI 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…
5y analysis · Full analysis span regression · 6 months rolling