+93.8%
GD vs SEDG
-92.0%
+185.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.0% | -5.6% | -0.8% |
| 7D | -5.0% | -8.5% | +3.5% | -4.8% |
| 30D | +8.9% | -17.0% | +26.0% | +9.4% |
| 3M | -8.0% | -15.8% | +7.7% | -7.7% |
| 6M | +2.9% | -32.3% | +35.2% | +2.9% |
| YTD | +7.1% | -4.6% | +11.7% | +5.0% |
| 1Y | +5.9% | -29.2% | +35.2% | +5.0% |
| 3Y | +53.9% | -61.7% | +115.5% | +52.8% |
| All | +93.8% | -92.0% | +185.9% | +110.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling