+138.9%
GLD vs SEI
+924.7%
-785.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +16.3% | -18.0% | -2.2% |
| 7D | +0.7% | +28.8% | -28.1% | -0.1% |
| 30D | +0.3% | +10.4% | -10.0% | -0.1% |
| 3M | +0.6% | -11.4% | +12.0% | +0.7% |
| 6M | -15.6% | +31.2% | -46.8% | -16.5% |
| YTD | +0.9% | +39.7% | -38.9% | -0.4% |
| 1Y | +19.4% | +149.0% | -129.6% | +16.7% |
| 3Y | +124.5% | +560.2% | -435.7% | +110.9% |
| 5Y | +138.9% | +955.7% | -816.7% | +124.2% |
| All | +138.9% | +924.7% | -785.7% | +124.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling