+8.2%
SEI vs GAP
+10.4%
-2.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.9% | +8.0% | -24.9% | -16.4% |
| 7D | -16.4% | +8.0% | -24.4% | -15.9% |
| 30D | -22.9% | +2.7% | -25.6% | -22.4% |
| 3M | -0.3% | +16.0% | -16.3% | -0.3% |
| 6M | -22.3% | +2.0% | -24.3% | -21.3% |
| YTD | +26.2% | -4.4% | +30.6% | +27.8% |
| 1Y | +8.2% | +9.2% | -1.0% | +9.8% |
| All | +8.2% | +10.4% | -2.2% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1y: compounded portfolio wealth divided by compounded GAP 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…
1y analysis · Full analysis span regression · 6 months rolling