+8.2%
SEI vs GGLL
-11.6%
+19.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.9% | +6.5% | -23.4% | -18.3% |
| 7D | -16.4% | -23.1% | +6.7% | -12.3% |
| 30D | -22.9% | -32.9% | +10.0% | -15.9% |
| 3M | -0.3% | -44.9% | +44.6% | +14.0% |
| 6M | -22.3% | -49.5% | +27.2% | -9.6% |
| YTD | +26.2% | -28.9% | +55.1% | +22.7% |
| 1Y | +8.2% | -12.2% | +20.4% | -7.2% |
| All | +8.2% | -11.6% | +19.8% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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