+204.2%
GLD vs SEI
+605.9%
-401.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.2% | +0.2% |
| 7D | -4.6% | +10.5% | -15.0% | -4.8% |
| 30D | -5.5% | -8.0% | +2.6% | -5.4% |
| 3M | -10.9% | +6.7% | -17.6% | -11.3% |
| 6M | -17.4% | -17.0% | -0.4% | -17.5% |
| YTD | -10.3% | +39.7% | -50.0% | -11.5% |
| 1Y | -7.2% | +43.2% | -50.3% | -8.5% |
| 3Y | +96.9% | +676.3% | -579.4% | +86.3% |
| 5Y | +103.8% | +891.0% | -787.3% | +91.6% |
| All | +204.2% | +605.9% | -401.7% | +183.8% |
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