-37.4%
GIS vs SEI
+560.9%
-598.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.2% | +2.2% | -3.3% |
| 7D | -8.4% | +20.7% | -29.1% | -7.3% |
| 30D | -5.2% | +9.1% | -14.3% | -4.5% |
| 3M | +8.2% | -6.0% | +14.2% | +8.6% |
| 6M | -12.0% | +18.9% | -31.0% | -10.7% |
| YTD | -18.9% | +40.1% | -59.0% | -17.0% |
| 1Y | -23.6% | +120.6% | -144.3% | -21.2% |
| All | -37.4% | +560.9% | -598.2% | -37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling