+575.0%
GLW vs SEI
+507.3%
+67.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.4% | +2.2% | +4.9% |
| 7D | +3.8% | +10.2% | -6.5% | +1.4% |
| 30D | -1.3% | -1.0% | -0.3% | -1.1% |
| 3M | -21.8% | -27.9% | +6.1% | -15.4% |
| 6M | +6.9% | +10.4% | -3.5% | +6.1% |
| YTD | +77.2% | +20.1% | +57.0% | +72.5% |
| 1Y | +123.2% | +109.7% | +13.5% | +94.5% |
| 3Y | +400.0% | +458.6% | -58.6% | +232.5% |
| 5Y | +342.8% | +775.3% | -432.5% | +149.3% |
| All | +575.0% | +507.3% | +67.8% | +262.9% |
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