+204.7%
GLDM vs SEI
+517.9%
-313.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.2% |
| 7D | -4.6% | +10.5% | -15.1% | -4.8% |
| 30D | -5.5% | -8.0% | +2.6% | -5.4% |
| 3M | -10.9% | +6.7% | -17.6% | -11.3% |
| 6M | -17.3% | -17.0% | -0.3% | -17.4% |
| YTD | -10.2% | +39.7% | -49.8% | -11.3% |
| 1Y | -6.9% | +43.2% | -50.1% | -8.2% |
| 3Y | +98.7% | +676.3% | -577.7% | +87.9% |
| 5Y | +106.7% | +891.0% | -784.3% | +94.5% |
| All | +204.7% | +517.9% | -313.2% | +179.1% |
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 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