+684.7%
SEI vs GGLL
+172.3%
+512.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.0% | -1.6% |
| 7D | +27.6% | +11.5% | +16.1% | +23.3% |
| 30D | -17.1% | -31.2% | +14.1% | -7.4% |
| 3M | +4.6% | -28.7% | +33.2% | +14.4% |
| 6M | -15.1% | -47.2% | +32.1% | +1.1% |
| YTD | +41.2% | -24.3% | +65.4% | +42.1% |
| 1Y | +37.5% | -12.0% | +49.5% | +30.3% |
| All | +684.7% | +172.3% | +512.5% | +396.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling