+155.6%
GS vs SEI
+889.7%
-734.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.5% |
| 7D | +5.9% | +10.5% | -4.6% | +4.2% |
| 30D | +4.3% | -8.0% | +12.3% | +4.5% |
| 3M | -11.7% | +6.7% | -18.4% | -14.3% |
| 6M | -3.2% | -17.0% | +13.9% | -3.3% |
| YTD | +5.8% | +39.7% | -33.9% | -3.9% |
| 1Y | +16.0% | +43.2% | -27.1% | +4.5% |
| 3Y | +199.8% | +676.3% | -476.6% | +88.1% |
| All | +155.6% | +889.7% | -734.1% | +39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling