+245.2%
GLD vs SEI
+647.2%
-401.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.8% | -4.9% | +0.8% |
| 7D | +0.1% | +28.2% | -28.1% | -0.5% |
| 30D | +0.2% | +15.5% | -15.3% | -0.2% |
| 3M | +3.2% | -1.4% | +4.6% | +3.0% |
| 6M | -14.6% | +37.4% | -52.1% | -15.5% |
| YTD | +1.8% | +47.8% | -46.0% | +0.6% |
| 1Y | +20.7% | +174.3% | -153.6% | +18.1% |
| 3Y | +126.5% | +598.5% | -472.0% | +115.2% |
| 5Y | +140.0% | +1,026.2% | -886.2% | +125.7% |
| All | +245.2% | +647.2% | -401.9% | +222.3% |
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