-9.2%
GIS vs SEI
+644.4%
-653.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.1% | -5.4% | -0.3% |
| 7D | -6.4% | +22.6% | -29.0% | -6.2% |
| 30D | -6.1% | +9.1% | -15.2% | -6.0% |
| 3M | +7.8% | -11.3% | +19.2% | +8.0% |
| 6M | -8.8% | +22.0% | -30.8% | -8.8% |
| YTD | -19.1% | +47.3% | -66.4% | -19.3% |
| 1Y | -24.8% | +124.8% | -149.5% | -25.6% |
| 3Y | -37.6% | +591.3% | -628.8% | -41.7% |
| 5Y | -25.4% | +1,008.2% | -1,033.6% | -32.5% |
| All | -9.2% | +644.4% | -653.6% | -21.0% |
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