+109.7%
SEI vs GFI
+45.3%
+64.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.6% | +5.0% | +3.9% |
| 7D | +10.2% | +3.1% | +7.1% | +9.1% |
| 30D | -1.0% | +27.1% | -28.1% | -8.9% |
| 3M | -27.9% | +21.2% | -49.1% | -33.3% |
| 6M | +10.4% | -4.5% | +14.9% | +8.4% |
| YTD | +20.1% | +11.7% | +8.4% | +8.7% |
| 1Y | +109.7% | +46.0% | +63.7% | +65.0% |
| All | +109.7% | +45.3% | +64.5% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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