+560.2%
SEI vs GPC
-2.2%
+562.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | -2.9% | +19.2% | +16.6% |
| 7D | +28.8% | +0.2% | +28.7% | +28.7% |
| 30D | +10.4% | -0.4% | +10.7% | +10.3% |
| 3M | -11.4% | +39.2% | -50.6% | -18.2% |
| 6M | +31.2% | +18.2% | +13.0% | +26.1% |
| YTD | +39.7% | +12.1% | +27.6% | +36.4% |
| 1Y | +149.0% | -0.7% | +149.6% | +150.6% |
| 3Y | +560.2% | -1.7% | +561.9% | +516.0% |
| All | +560.2% | -2.2% | +562.4% | +516.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling