+470.0%
GS vs SEI
+507.3%
-37.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.4% | -3.4% | -0.6% |
| 7D | +0.9% | +10.2% | -9.3% | -1.1% |
| 30D | -1.6% | -1.0% | -0.5% | -1.7% |
| 3M | -4.5% | -27.9% | +23.4% | +0.6% |
| 6M | +20.9% | +10.4% | +10.5% | +15.5% |
| YTD | +19.9% | +20.1% | -0.3% | +11.7% |
| 1Y | +41.4% | +109.7% | -68.3% | +15.0% |
| 3Y | +239.2% | +458.6% | -219.5% | +97.2% |
| 5Y | +185.0% | +775.3% | -590.2% | +36.5% |
| All | +470.0% | +507.3% | -37.3% | +159.6% |
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