+557.7%
SEI vs GME
+14.2%
+543.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.5% | -7.7% | -5.4% |
| 7D | +20.7% | +6.0% | +14.6% | +20.2% |
| 30D | +9.1% | +8.3% | +0.8% | +8.5% |
| 3M | -6.0% | -9.1% | +3.1% | -5.6% |
| 6M | +18.9% | -16.3% | +35.3% | +20.0% |
| YTD | +40.1% | +1.5% | +38.6% | +39.3% |
| 1Y | +120.6% | -16.3% | +137.0% | +122.3% |
| All | +557.7% | +14.2% | +543.5% | +540.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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