+70.4%
GSK vs SEI
+644.4%
-574.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.1% | -5.1% | -0.1% |
| 7D | -3.5% | +22.6% | -26.1% | -4.0% |
| 30D | -3.4% | +9.1% | -12.5% | -3.7% |
| 3M | -8.1% | -11.3% | +3.2% | -8.0% |
| 6M | -11.1% | +22.0% | -33.2% | -12.0% |
| YTD | +0.7% | +47.3% | -46.5% | -1.2% |
| 1Y | +20.1% | +124.8% | -104.6% | +15.7% |
| 3Y | +46.1% | +591.3% | -545.2% | +27.8% |
| 5Y | +48.2% | +1,008.2% | -960.0% | +22.0% |
| All | +70.4% | +644.4% | -574.0% | +36.7% |
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