+12.4%
GD vs SEDG
+5.8%
+6.6%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.5% | -7.3% | -0.8% |
| 7D | -3.5% | +12.1% | -15.6% | -3.5% |
| 30D | -9.0% | +14.7% | -23.8% | -9.1% |
| 3M | +5.1% | -43.0% | +48.1% | +5.2% |
| 6M | -1.0% | +9.0% | -10.1% | -3.4% |
| YTD | +7.3% | +26.3% | -19.0% | +3.1% |
| 1Y | +12.4% | +8.9% | +3.5% | +10.4% |
| All | +12.4% | +5.8% | +6.6% | +10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling