+56.0%
GD vs SEDG
-65.3%
+121.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -8.9% | +7.8% | -1.0% |
| 7D | +1.9% | -7.3% | +9.2% | +2.0% |
| 30D | +9.2% | -25.3% | +34.6% | +9.6% |
| 3M | -7.5% | -24.1% | +16.7% | -7.2% |
| 6M | +5.8% | -39.9% | +45.7% | +5.8% |
| YTD | +9.8% | -15.8% | +25.6% | +8.5% |
| 1Y | +5.8% | -42.9% | +48.6% | +5.4% |
| All | +56.0% | -65.3% | +121.3% | +52.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling