+689.9%
SEI vs GME
+296.8%
+393.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +5.3% | +0.5% | +5.6% |
| 7D | +28.2% | +4.8% | +23.4% | +28.0% |
| 30D | +15.5% | +5.9% | +9.6% | +15.2% |
| 3M | -1.4% | -10.7% | +9.4% | -1.0% |
| 6M | +37.4% | -19.8% | +57.2% | +38.5% |
| YTD | +47.8% | -0.9% | +48.8% | +47.5% |
| 1Y | +174.3% | -15.7% | +190.0% | +175.7% |
| 3Y | +598.5% | +12.3% | +586.2% | +565.1% |
| 5Y | +1,026.2% | -60.1% | +1,086.3% | +986.8% |
| All | +689.9% | +296.8% | +393.1% | +338.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling