+17.5%
GFS vs SEI
+22.6%
-5.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +8.4% | -3.5% | +1.7% |
| 7D | -3.1% | -4.3% | +1.1% | -2.3% |
| 30D | -16.0% | -18.0% | +2.0% | -11.5% |
| 3M | -24.7% | +8.2% | -32.9% | -29.9% |
| 6M | -45.1% | -13.9% | -31.3% | -43.9% |
| YTD | +16.5% | +37.0% | -20.6% | +1.5% |
| All | +17.5% | +22.6% | -5.1% | +4.5% |
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