+216.2%
GLD vs SEI
+584.5%
-368.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.7% |
| 7D | +2.8% | -10.8% | +13.6% | +3.0% |
| 30D | -4.0% | -19.0% | +15.1% | -3.6% |
| 3M | -8.2% | +5.8% | -14.0% | -8.6% |
| 6M | -14.8% | -14.9% | 0.0% | -15.0% |
| YTD | -6.8% | +35.4% | -42.2% | -7.9% |
| 1Y | -2.4% | +23.9% | -26.3% | -3.5% |
| 3Y | +105.8% | +661.3% | -555.5% | +94.8% |
| 5Y | +113.3% | +822.2% | -708.9% | +100.9% |
| All | +216.2% | +584.5% | -368.3% | +195.1% |
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