+222.0%
GLDM vs SEI
+389.5%
-167.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -12.3% | +13.1% | +1.1% |
| 7D | +1.9% | -26.9% | +28.8% | +2.6% |
| 30D | -1.7% | -36.6% | +34.9% | -0.8% |
| 3M | -3.5% | -8.9% | +5.3% | -3.6% |
| 6M | -10.1% | -33.0% | +22.9% | -9.7% |
| YTD | -5.0% | +10.6% | -15.7% | -5.7% |
| 1Y | +2.8% | -4.7% | +7.4% | +2.2% |
| 3Y | +105.1% | +487.9% | -382.8% | +95.3% |
| 5Y | +124.3% | +615.7% | -491.4% | +112.5% |
| All | +222.0% | +389.5% | -167.5% | +196.7% |
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 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