+128.5%
GLD vs SEI
+471.5%
-343.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.4% | -4.3% | -0.9% |
| 7D | -0.5% | +10.2% | -10.8% | -0.8% |
| 30D | +4.4% | -1.0% | +5.4% | +4.4% |
| 3M | -1.1% | -27.9% | +26.8% | -0.5% |
| 6M | -13.8% | +10.4% | -24.2% | -14.1% |
| YTD | +2.6% | +20.1% | -17.5% | +2.0% |
| 1Y | +24.5% | +109.7% | -85.2% | +23.2% |
| All | +128.5% | +471.5% | -343.0% | +118.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling