+686.9%
SEI vs GNRC
+421.4%
+265.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.9% | +2.2% | +4.1% |
| 7D | +22.6% | -0.2% | +22.8% | +22.8% |
| 30D | +9.1% | -15.7% | +24.8% | +15.9% |
| 3M | -11.3% | -27.3% | +16.0% | -0.8% |
| 6M | +22.0% | -12.1% | +34.1% | +27.3% |
| YTD | +47.3% | +37.1% | +10.2% | +32.2% |
| 1Y | +124.8% | -0.5% | +125.2% | +122.7% |
| 3Y | +591.3% | +61.5% | +529.8% | +473.9% |
| 5Y | +1,008.2% | -58.6% | +1,066.8% | +1,250.0% |
| All | +686.9% | +421.4% | +265.5% | +99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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