+202.4%
GM vs SEI
+608.3%
-405.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -5.2% | +8.0% | +3.7% |
| 7D | -1.1% | +20.7% | -21.7% | -4.7% |
| 30D | -3.4% | +9.1% | -12.5% | -5.7% |
| 3M | +8.7% | -6.0% | +14.7% | +7.5% |
| 6M | +15.4% | +18.9% | -3.5% | +8.2% |
| YTD | +6.6% | +40.1% | -33.5% | -4.2% |
| 1Y | +51.5% | +120.6% | -69.1% | +21.7% |
| 3Y | +169.3% | +562.1% | -392.8% | +42.3% |
| 5Y | +81.6% | +954.5% | -872.9% | -21.8% |
| All | +202.4% | +608.3% | -405.9% | +27.0% |
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 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