+200.7%
GM vs SEI
+644.4%
-443.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.1% | -5.7% | -1.5% |
| 7D | -2.4% | +22.6% | -25.0% | -6.3% |
| 30D | -1.1% | +9.1% | -10.2% | -3.3% |
| 3M | +6.1% | -11.3% | +17.5% | +6.3% |
| 6M | +15.0% | +22.0% | -7.1% | +7.3% |
| YTD | +6.0% | +47.3% | -41.3% | -5.6% |
| 1Y | +47.1% | +124.8% | -77.7% | +17.8% |
| 3Y | +170.5% | +591.3% | -420.8% | +41.9% |
| 5Y | +80.5% | +1,008.2% | -927.7% | -22.9% |
| All | +200.7% | +644.4% | -443.7% | +25.1% |
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