+686.9%
SEI vs GAP
+15.2%
+671.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.9% | +2.2% | +4.3% |
| 7D | +22.6% | -4.1% | +26.7% | +24.0% |
| 30D | +9.1% | +6.2% | +2.9% | +6.4% |
| 3M | -11.3% | -0.7% | -10.6% | -12.4% |
| 6M | +22.0% | -7.1% | +29.1% | +21.6% |
| YTD | +47.3% | -14.1% | +61.3% | +49.1% |
| 1Y | +124.8% | -8.5% | +133.3% | +121.5% |
| 3Y | +591.3% | +115.4% | +475.9% | +379.9% |
| 5Y | +1,008.2% | +9.8% | +998.4% | +782.5% |
| All | +686.9% | +15.2% | +671.8% | +410.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling