+76.6%
GSK vs SEI
+507.3%
-430.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.4% | -5.4% | -2.0% |
| 7D | -1.8% | +10.2% | -12.1% | -2.1% |
| 30D | -2.2% | -1.0% | -1.1% | -2.2% |
| 3M | -1.8% | -27.9% | +26.1% | -1.1% |
| 6M | -10.6% | +10.4% | -21.0% | -11.3% |
| YTD | +4.4% | +20.1% | -15.7% | +3.0% |
| 1Y | +30.4% | +109.7% | -79.3% | +25.6% |
| 3Y | +60.1% | +458.6% | -398.6% | +40.8% |
| 5Y | +46.8% | +775.3% | -728.5% | +21.7% |
| All | +76.6% | +507.3% | -430.6% | +42.4% |
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