+408.6%
GS vs SEI
+616.9%
-208.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.7% | -2.9% | +0.9% |
| 7D | -0.1% | +12.4% | -12.6% | -2.7% |
| 30D | +3.7% | -18.3% | +21.9% | +6.3% |
| 3M | -10.0% | +10.4% | -20.4% | -14.0% |
| 6M | -1.0% | -12.9% | +11.9% | -2.2% |
| YTD | +7.0% | +41.8% | -34.8% | -5.9% |
| 1Y | +16.6% | +30.3% | -13.7% | +3.7% |
| 3Y | +204.4% | +697.3% | -492.9% | +60.2% |
| 5Y | +160.0% | +877.0% | -716.9% | +20.0% |
| All | +408.6% | +616.9% | -208.3% | +118.8% |
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