+224.9%
GLD vs SEI
+592.7%
-367.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.4% | -6.5% | +1.7% |
| 7D | +4.9% | -4.3% | +9.2% | +4.9% |
| 30D | -1.3% | -18.0% | +16.7% | -1.0% |
| 3M | -4.8% | +8.2% | -13.0% | -5.2% |
| 6M | -12.5% | -13.9% | +1.4% | -12.6% |
| YTD | -4.2% | +37.0% | -41.3% | -5.4% |
| 1Y | +3.0% | +24.5% | -21.5% | +1.9% |
| 3Y | +109.1% | +681.1% | -571.9% | +97.9% |
| 5Y | +121.6% | +787.5% | -665.9% | +108.7% |
| All | +224.9% | +592.7% | -367.8% | +203.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling