+97.2%
GD vs SEDG
-87.9%
+185.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -1.8% |
| 7D | -5.3% | +8.9% | -14.1% | -5.5% |
| 30D | -6.4% | +0.9% | -7.3% | -6.5% |
| 3M | +5.7% | -53.2% | +58.9% | +7.6% |
| 6M | -0.9% | -9.9% | +8.9% | -2.0% |
| YTD | +8.2% | +18.5% | -10.4% | +5.5% |
| 1Y | +13.4% | +0.1% | +13.3% | +10.9% |
| 3Y | +68.5% | -78.9% | +147.4% | +76.8% |
| All | +97.2% | -87.9% | +185.1% | +108.4% |
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 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