+557.7%
SEI vs GTLB
-10.3%
+568.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.1% | -7.3% | -5.4% |
| 7D | +20.7% | -4.1% | +24.7% | +21.1% |
| 30D | +9.1% | +12.3% | -3.2% | +7.3% |
| 3M | -6.0% | +65.9% | -71.9% | -12.5% |
| 6M | +18.9% | +104.0% | -85.0% | +5.5% |
| YTD | +40.1% | +26.0% | +14.1% | +35.8% |
| 1Y | +120.6% | -3.5% | +124.1% | +125.3% |
| All | +557.7% | -10.3% | +568.1% | +557.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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