+170.5%
GM vs SEI
+594.6%
-424.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.1% | -5.7% | -0.9% |
| 7D | -2.4% | +22.6% | -25.0% | -3.8% |
| 30D | -1.1% | +9.1% | -10.2% | -1.8% |
| 3M | +6.1% | -11.3% | +17.5% | +6.6% |
| 6M | +15.0% | +22.0% | -7.1% | +12.3% |
| YTD | +6.0% | +47.3% | -41.3% | +1.9% |
| 1Y | +47.1% | +124.8% | -77.7% | +35.8% |
| 3Y | +170.5% | +591.3% | -420.8% | +111.0% |
| All | +170.5% | +594.6% | -424.1% | +111.0% |
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