+200.1%
GDDY vs SEDG
+106.4%
+93.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.6% | +7.4% | +2.2% |
| 7D | -3.2% | +1.4% | -4.6% | -3.4% |
| 30D | +6.8% | +8.3% | -1.5% | +5.8% |
| 3M | +30.5% | -40.7% | +71.1% | +34.6% |
| 6M | +13.3% | -3.9% | +17.2% | +9.2% |
| YTD | -21.0% | +20.2% | -41.2% | -26.3% |
| 1Y | -34.0% | +17.6% | -51.6% | -39.2% |
| 3Y | +33.1% | -76.6% | +109.7% | +41.9% |
| 5Y | +30.3% | -87.1% | +117.4% | +45.9% |
| All | +200.1% | +106.4% | +93.7% | +95.4% |
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 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