+339.2%
GLW vs SEI
+684.3%
-345.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.1% | -3.2% | -4.0% |
| 7D | +7.7% | +10.5% | -2.7% | +4.9% |
| 30D | -18.8% | -8.0% | -10.8% | -17.5% |
| 3M | -27.7% | +6.7% | -34.5% | -29.6% |
| 6M | -44.4% | -17.0% | -27.4% | -42.3% |
| YTD | +31.3% | +39.7% | -8.4% | +23.5% |
| 1Y | +40.0% | +43.2% | -3.1% | +31.1% |
| 3Y | +339.2% | +676.3% | -337.1% | +242.5% |
| All | +339.2% | +684.3% | -345.0% | +242.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling