+596.5%
SEI vs GGLL
+210.8%
+385.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.4% |
| 7D | +10.5% | +7.7% | +2.8% | +8.1% |
| 30D | -8.0% | -30.2% | +22.2% | +1.0% |
| 3M | +6.7% | -31.3% | +38.0% | +17.1% |
| 6M | -17.0% | -52.1% | +35.1% | +0.2% |
| YTD | +39.7% | -25.9% | +65.5% | +42.5% |
| 1Y | +43.2% | -8.5% | +51.6% | +36.2% |
| 3Y | +676.3% | +165.5% | +510.8% | +415.1% |
| All | +596.5% | +210.8% | +385.8% | +370.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling