-7.8%
GFS vs SEI
+866.3%
-874.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.4% |
| 7D | +17.2% | +27.6% | -10.4% | +11.1% |
| 30D | -8.7% | -17.1% | +8.4% | -6.0% |
| 3M | -19.7% | +4.6% | -24.2% | -21.7% |
| 6M | -40.7% | -15.1% | -25.6% | -39.8% |
| YTD | +22.5% | +41.2% | -18.6% | +12.9% |
| 1Y | +25.2% | +37.5% | -12.3% | +15.5% |
| 3Y | -17.7% | +693.7% | -711.3% | -49.2% |
| 5Y | -23.5% | +901.7% | -925.3% | -55.9% |
| All | -7.8% | +866.3% | -874.1% | -45.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling