+874.8%
SEI vs GTLB
-50.1%
+924.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.7% | +5.8% | +5.2% |
| 7D | +22.6% | -5.7% | +28.3% | +23.1% |
| 30D | +9.1% | +15.1% | -6.0% | +7.5% |
| 3M | -11.3% | +65.5% | -76.8% | -15.9% |
| 6M | +22.0% | +102.9% | -80.9% | +12.4% |
| YTD | +47.3% | +25.2% | +22.1% | +42.5% |
| 1Y | +124.8% | -5.5% | +130.3% | +124.0% |
| 3Y | +591.3% | -10.9% | +602.2% | +579.2% |
| All | +874.8% | -50.1% | +924.9% | +823.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling