+686.9%
SEI vs GFI
+1,534.2%
-847.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.3% | +6.4% | +5.3% |
| 7D | +22.6% | -4.9% | +27.4% | +23.3% |
| 30D | +9.1% | +10.7% | -1.6% | +7.6% |
| 3M | -11.3% | +25.6% | -37.0% | -14.1% |
| 6M | +22.0% | -8.3% | +30.3% | +22.1% |
| YTD | +47.3% | +6.3% | +41.0% | +44.6% |
| 1Y | +124.8% | +22.1% | +102.7% | +117.3% |
| 3Y | +591.3% | +289.2% | +302.1% | +481.8% |
| 5Y | +1,008.2% | +531.7% | +476.6% | +771.4% |
| All | +686.9% | +1,534.2% | -847.2% | +435.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling