+648.8%
SEI vs GPC
+94.1%
+554.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.8% | -4.4% | -4.8% |
| 7D | +20.7% | -1.8% | +22.4% | +21.4% |
| 30D | +9.1% | +0.1% | +9.0% | +8.7% |
| 3M | -6.0% | +37.4% | -43.4% | -22.3% |
| 6M | +18.9% | +25.4% | -6.5% | +2.4% |
| YTD | +40.1% | +12.2% | +28.0% | +26.9% |
| 1Y | +120.6% | -0.3% | +121.0% | +112.7% |
| 3Y | +562.1% | -1.6% | +563.7% | +505.1% |
| 5Y | +954.5% | +31.0% | +923.5% | +676.2% |
| All | +648.8% | +94.1% | +554.7% | +316.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling