+689.9%
SEI vs GRMN
+554.6%
+135.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.3% | +7.1% | +6.4% |
| 7D | +28.2% | -1.4% | +29.6% | +29.0% |
| 30D | +15.5% | -13.1% | +28.6% | +23.5% |
| 3M | -1.4% | +14.9% | -16.3% | -10.1% |
| 6M | +37.4% | +13.1% | +24.3% | +25.5% |
| YTD | +47.8% | +35.3% | +12.5% | +21.5% |
| 1Y | +174.3% | +16.0% | +158.3% | +143.8% |
| 3Y | +598.5% | +179.6% | +418.9% | +268.5% |
| 5Y | +1,026.2% | +75.0% | +951.2% | +685.0% |
| All | +689.9% | +554.6% | +135.3% | +135.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling