+575.4%
SEI vs GGLL
+194.0%
+381.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | -10.8% | +5.1% | -15.9% | -12.3% |
| 30D | -19.0% | -35.5% | +16.5% | -8.8% |
| 3M | +5.8% | -39.2% | +44.9% | +20.3% |
| 6M | -14.9% | -54.4% | +39.5% | +4.0% |
| YTD | +35.4% | -29.8% | +65.3% | +40.4% |
| 1Y | +23.9% | -20.4% | +44.3% | +23.2% |
| 3Y | +661.3% | +149.7% | +511.6% | +414.1% |
| All | +575.4% | +194.0% | +381.3% | +364.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling