+125.1%
GD vs SEI
+507.3%
-382.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.4% | -5.2% | -2.2% |
| 7D | -5.3% | +10.2% | -15.5% | -6.3% |
| 30D | -6.4% | -1.0% | -5.4% | -6.5% |
| 3M | +5.7% | -27.9% | +33.6% | +8.4% |
| 6M | -0.9% | +10.4% | -11.3% | -4.3% |
| YTD | +8.2% | +20.1% | -12.0% | +2.7% |
| 1Y | +13.4% | +109.7% | -96.3% | -1.1% |
| 3Y | +68.5% | +458.6% | -390.1% | +13.5% |
| 5Y | +97.2% | +775.3% | -678.1% | +14.7% |
| All | +125.1% | +507.3% | -382.2% | +28.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling