+40.5%
GFS vs SEI
+147.8%
-107.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +16.3% | -16.6% | -6.0% |
| 7D | +2.6% | +28.8% | -26.2% | -7.0% |
| 30D | -16.4% | +10.4% | -26.7% | -19.9% |
| 3M | -41.6% | -11.4% | -30.2% | -39.7% |
| 6M | -3.7% | +31.2% | -34.9% | -10.1% |
| YTD | +29.3% | +39.7% | -10.4% | +17.4% |
| All | +40.5% | +147.8% | -107.4% | +14.7% |
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