+646.6%
SEI vs GAP
+19.9%
+626.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | -0.2% | +16.5% | +16.4% |
| 7D | +28.8% | +1.7% | +27.1% | +28.2% |
| 30D | +10.4% | +9.3% | +1.0% | +6.6% |
| 3M | -11.4% | +6.1% | -17.5% | -14.1% |
| 6M | +31.2% | -2.3% | +33.5% | +28.9% |
| YTD | +39.7% | -10.6% | +50.3% | +39.9% |
| 1Y | +149.0% | -4.4% | +153.4% | +142.4% |
| 3Y | +560.2% | +118.3% | +441.9% | +357.1% |
| 5Y | +955.7% | +12.2% | +943.5% | +737.2% |
| All | +646.6% | +19.9% | +626.7% | +378.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling