-2.4%
GFS vs SEI
+722.3%
-724.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.4% | -1.9% | +0.8% |
| 7D | +1.0% | +10.2% | -9.2% | -1.1% |
| 30D | -8.6% | -1.0% | -7.6% | -8.5% |
| 3M | -46.5% | -27.9% | -18.6% | -43.0% |
| 6M | -4.8% | +10.4% | -15.2% | -6.1% |
| YTD | +29.7% | +20.1% | +9.5% | +25.4% |
| 1Y | +35.8% | +109.7% | -73.9% | +19.6% |
| 3Y | -18.3% | +458.6% | -477.0% | -45.2% |
| All | -2.4% | +722.3% | -724.8% | -39.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling