+35.8%
GFS vs SEI
+105.8%
-70.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.4% | -1.9% | +0.3% |
| 7D | +1.0% | +10.2% | -9.2% | -2.7% |
| 30D | -8.6% | -1.0% | -7.6% | -8.4% |
| 3M | -46.5% | -27.9% | -18.6% | -40.4% |
| 6M | -4.8% | +10.4% | -15.2% | -5.3% |
| YTD | +29.7% | +20.1% | +9.5% | +24.7% |
| 1Y | +35.8% | +109.7% | -73.9% | +18.3% |
| All | +35.8% | +105.8% | -70.0% | +18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling