-4.5%
GIS vs SEI
+606.2%
-610.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +16.3% | -17.9% | -1.5% |
| 7D | -8.3% | +28.8% | -37.1% | -8.1% |
| 30D | +2.2% | +10.4% | -8.2% | +2.3% |
| 3M | +15.7% | -11.4% | +27.1% | +15.8% |
| 6M | -12.0% | +31.2% | -43.2% | -12.1% |
| YTD | -15.0% | +39.7% | -54.7% | -15.2% |
| 1Y | -20.1% | +149.0% | -169.1% | -21.3% |
| 3Y | -34.6% | +560.2% | -594.8% | -38.9% |
| 5Y | -22.8% | +955.7% | -978.5% | -30.2% |
| All | -4.5% | +606.2% | -610.7% | -17.0% |
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 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