-12.1%
GFS vs SEI
+826.9%
-839.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.5% |
| 7D | -5.3% | -10.8% | +5.5% | -3.2% |
| 30D | -15.8% | -19.0% | +3.2% | -12.8% |
| 3M | -18.6% | +5.8% | -24.4% | -20.8% |
| 6M | -45.0% | -14.9% | -30.1% | -44.0% |
| YTD | +16.8% | +35.4% | -18.6% | +8.6% |
| 1Y | +17.8% | +23.9% | -6.1% | +10.7% |
| 3Y | -21.5% | +661.3% | -682.8% | -51.2% |
| 5Y | -29.3% | +822.2% | -851.6% | -57.7% |
| All | -12.1% | +826.9% | -839.0% | -47.9% |
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