-2.7%
GFS vs SEI
+856.3%
-859.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +16.3% | -16.6% | -3.6% |
| 7D | +2.6% | +28.8% | -26.2% | -3.0% |
| 30D | -16.4% | +10.4% | -26.7% | -18.4% |
| 3M | -41.6% | -11.4% | -30.2% | -40.5% |
| 6M | -3.7% | +31.2% | -34.9% | -8.5% |
| YTD | +29.3% | +39.7% | -10.4% | +20.9% |
| 1Y | +37.1% | +149.0% | -111.8% | +16.3% |
| 3Y | -22.1% | +560.2% | -582.3% | -49.7% |
| All | -2.7% | +856.3% | -859.0% | -42.0% |
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