+239.3%
GLD vs SEI
+608.3%
-369.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.2% | +3.5% | -1.6% |
| 7D | -3.4% | +20.7% | -24.0% | -3.9% |
| 30D | -1.1% | +9.1% | -10.3% | -1.4% |
| 3M | +5.8% | -6.0% | +11.8% | +5.7% |
| 6M | -17.1% | +18.9% | -36.0% | -17.6% |
| YTD | 0.0% | +40.1% | -40.1% | -1.0% |
| 1Y | +18.2% | +120.6% | -102.4% | +16.1% |
| 3Y | +122.6% | +562.1% | -439.6% | +111.7% |
| 5Y | +137.1% | +954.5% | -817.4% | +123.2% |
| All | +239.3% | +608.3% | -369.0% | +217.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling