+686.9%
SEI vs GRMN
+582.4%
+104.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.2% | +0.8% | +3.1% |
| 7D | +22.6% | +2.4% | +20.2% | +21.1% |
| 30D | +9.1% | -8.5% | +17.6% | +13.9% |
| 3M | -11.3% | +19.5% | -30.8% | -20.7% |
| 6M | +22.0% | +21.2% | +0.8% | +7.8% |
| YTD | +47.3% | +41.0% | +6.2% | +18.7% |
| 1Y | +124.8% | +19.6% | +105.2% | +97.3% |
| 3Y | +591.3% | +183.8% | +407.5% | +263.4% |
| 5Y | +1,008.2% | +83.0% | +925.2% | +655.7% |
| All | +686.9% | +582.4% | +104.5% | +130.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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