+954.5%
SEI vs GAP
+3.0%
+951.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.1% | -3.1% | -4.8% |
| 7D | +20.7% | -6.3% | +27.0% | +22.1% |
| 30D | +9.1% | -0.2% | +9.4% | +8.6% |
| 3M | -6.0% | 0.0% | -6.0% | -6.9% |
| 6M | +18.9% | -8.1% | +27.0% | +19.0% |
| YTD | +40.1% | -16.5% | +56.6% | +42.4% |
| 1Y | +120.6% | -10.5% | +131.1% | +119.6% |
| 3Y | +562.1% | +104.0% | +458.2% | +446.4% |
| 5Y | +954.5% | +6.8% | +947.7% | +807.8% |
| All | +954.5% | +3.0% | +951.5% | +807.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling