+375.1%
GS vs SEI
+539.1%
-164.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +14.3% | -14.6% | -3.2% |
| 7D | -3.2% | -18.3% | +15.1% | -0.2% |
| 30D | -2.4% | -24.4% | +22.0% | +1.6% |
| 3M | -15.7% | +1.5% | -17.3% | -18.2% |
| 6M | -6.8% | -25.1% | +18.4% | -5.1% |
| YTD | -0.1% | +26.4% | -26.5% | -10.0% |
| 1Y | +12.1% | +8.9% | +3.2% | +3.3% |
| 3Y | +185.8% | +586.7% | -400.9% | +55.1% |
| 5Y | +140.1% | +717.9% | -577.8% | +15.3% |
| All | +375.1% | +539.1% | -164.0% | +109.1% |
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