+397.3%
GS vs SEI
+592.7%
-195.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +8.4% | -3.7% | +3.0% |
| 7D | +0.8% | -4.3% | +5.1% | +0.9% |
| 30D | +1.2% | -18.0% | +19.3% | +3.7% |
| 3M | -12.4% | +8.2% | -20.6% | -16.0% |
| 6M | -2.3% | -13.9% | +11.5% | -3.3% |
| YTD | +4.6% | +37.0% | -32.4% | -7.3% |
| 1Y | +17.5% | +24.5% | -7.0% | +5.5% |
| 3Y | +202.0% | +681.1% | -479.0% | +59.5% |
| 5Y | +152.4% | +787.5% | -635.1% | +19.2% |
| All | +397.3% | +592.7% | -195.4% | +115.4% |
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