-25.2%
GIS vs SEI
+950.2%
-975.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.2% | +2.2% | -3.2% |
| 7D | -8.4% | +20.7% | -29.1% | -7.7% |
| 30D | -5.2% | +9.1% | -14.3% | -4.8% |
| 3M | +8.2% | -6.0% | +14.2% | +8.5% |
| 6M | -12.0% | +18.9% | -31.0% | -11.3% |
| YTD | -18.9% | +40.1% | -59.0% | -17.9% |
| 1Y | -23.6% | +120.6% | -144.3% | -22.6% |
| 3Y | -37.6% | +562.1% | -599.8% | -39.0% |
| 5Y | -25.2% | +954.5% | -979.7% | -27.2% |
| All | -25.2% | +950.2% | -975.3% | -27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling