+71.9%
GSK vs SEI
+606.2%
-534.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +16.3% | -19.0% | -3.1% |
| 7D | -4.2% | +28.8% | -33.0% | -4.8% |
| 30D | -7.5% | +10.4% | -17.9% | -7.8% |
| 3M | -3.3% | -11.4% | +8.1% | -3.2% |
| 6M | -9.3% | +31.2% | -40.5% | -10.5% |
| YTD | +1.6% | +39.7% | -38.1% | -0.2% |
| 1Y | +25.5% | +149.0% | -123.5% | +20.3% |
| 3Y | +49.3% | +560.2% | -510.9% | +30.6% |
| 5Y | +46.7% | +955.7% | -909.0% | +20.8% |
| All | +71.9% | +606.2% | -534.3% | +38.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling