+213.0%
GLDM vs SEI
+527.5%
-314.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.7% | -5.9% | -1.3% |
| 7D | -2.0% | +12.4% | -14.4% | -2.3% |
| 30D | -4.4% | -18.3% | +13.8% | -4.1% |
| 3M | -8.8% | +10.4% | -19.3% | -9.3% |
| 6M | -15.9% | -12.9% | -3.0% | -16.0% |
| YTD | -7.7% | +41.8% | -49.5% | -8.9% |
| 1Y | -3.6% | +30.3% | -33.9% | -4.8% |
| 3Y | +105.2% | +697.3% | -592.1% | +94.1% |
| 5Y | +112.8% | +877.0% | -764.2% | +100.2% |
| All | +213.0% | +527.5% | -314.4% | +186.7% |
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