+468.8%
GS vs SEI
+606.2%
-137.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +16.3% | -16.5% | -3.5% |
| 7D | +3.4% | +28.8% | -25.5% | -2.1% |
| 30D | +0.2% | +10.4% | -10.2% | -2.4% |
| 3M | -0.3% | -11.4% | +11.1% | +0.4% |
| 6M | +27.4% | +31.2% | -3.8% | +17.2% |
| YTD | +19.6% | +39.7% | -20.1% | +7.8% |
| 1Y | +42.5% | +149.0% | -106.5% | +11.5% |
| 3Y | +240.4% | +560.2% | -319.7% | +90.7% |
| 5Y | +188.9% | +955.7% | -766.8% | +32.5% |
| All | +468.8% | +606.2% | -137.4% | +150.5% |
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 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