+171.3%
GD vs SEDG
+116.6%
+54.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.0% | -5.6% | -0.9% |
| 7D | -5.0% | -8.5% | +3.5% | -4.6% |
| 30D | +8.9% | -17.0% | +26.0% | +9.8% |
| 3M | -8.0% | -15.8% | +7.7% | -7.5% |
| 6M | +2.9% | -32.3% | +35.2% | +3.2% |
| YTD | +7.1% | -4.6% | +11.7% | +4.2% |
| 1Y | +5.9% | -29.2% | +35.2% | +4.7% |
| 3Y | +53.9% | -61.7% | +115.5% | +50.6% |
| 5Y | +95.4% | -92.0% | +187.4% | +111.9% |
| All | +171.3% | +116.6% | +54.6% | +122.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SEDG.
Daily Out/Under-Performance
Portfolio return minus SEDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEDG 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 SEDG 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