+637.0%
GLW vs SEI
+647.2%
-10.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.8% | -4.3% | +0.2% |
| 7D | +16.9% | +28.2% | -11.4% | +10.3% |
| 30D | +7.0% | +15.5% | -8.5% | +3.4% |
| 3M | -3.0% | -1.4% | -1.6% | -2.4% |
| 6M | +31.0% | +37.4% | -6.4% | +23.5% |
| YTD | +93.4% | +47.8% | +45.6% | +79.3% |
| 1Y | +134.7% | +174.3% | -39.6% | +92.7% |
| 3Y | +471.8% | +598.5% | -126.7% | +261.0% |
| 5Y | +394.5% | +1,026.2% | -631.8% | +162.3% |
| All | +637.0% | +647.2% | -10.2% | +277.3% |
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