+190.6%
GD vs SEDG
+107.5%
+83.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.5% | -7.3% | -1.1% |
| 7D | -3.5% | +12.1% | -15.6% | -4.0% |
| 30D | -9.0% | +14.7% | -23.8% | -9.8% |
| 3M | +5.1% | -43.0% | +48.1% | +7.3% |
| 6M | -1.0% | +9.0% | -10.1% | -3.5% |
| YTD | +7.3% | +26.3% | -19.0% | +3.2% |
| 1Y | +12.4% | +8.9% | +3.5% | +8.3% |
| 3Y | +73.7% | -75.5% | +149.2% | +77.9% |
| 5Y | +93.8% | -86.7% | +180.5% | +102.7% |
| 10Y | +190.6% | +110.6% | +80.0% | +140.5% |
| All | +190.6% | +107.5% | +83.1% | +140.5% |
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