+124.3%
GD vs SEI
+459.2%
-335.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -12.3% | +10.0% | -1.0% |
| 7D | -3.9% | -26.9% | +23.0% | -0.9% |
| 30D | +8.1% | -36.6% | +44.6% | +12.7% |
| 3M | -6.8% | -8.9% | +2.1% | -7.2% |
| 6M | +3.0% | -33.0% | +36.0% | +5.0% |
| YTD | +7.8% | +10.6% | -2.9% | +1.9% |
| 1Y | +5.8% | -4.7% | +10.5% | +1.5% |
| 3Y | +55.3% | +487.9% | -432.6% | +1.8% |
| 5Y | +96.7% | +615.7% | -519.0% | +17.3% |
| All | +124.3% | +459.2% | -335.0% | +27.6% |
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