+388.8%
GH vs SEI
+389.7%
-1.0%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.1% | -6.1% | -1.9% |
| 7D | -2.5% | +22.6% | -25.1% | -6.0% |
| 30D | -4.7% | +9.1% | -13.8% | -6.6% |
| 3M | +20.2% | -11.3% | +31.6% | +20.6% |
| 6M | +78.8% | +22.0% | +56.8% | +67.3% |
| YTD | +54.1% | +47.3% | +6.8% | +38.2% |
| 1Y | +177.1% | +124.8% | +52.3% | +127.2% |
| 3Y | +371.6% | +591.3% | -219.7% | +177.2% |
| 5Y | +21.9% | +1,008.2% | -986.3% | -37.0% |
| All | +388.8% | +389.7% | -1.0% | +220.8% |
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 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