+473.9%
GDX vs SEDG
+81.7%
+392.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.5% | -7.4% | -1.4% |
| 7D | +4.0% | +12.1% | -8.2% | +2.9% |
| 30D | +9.5% | +14.7% | -5.2% | +8.1% |
| 3M | +25.1% | -43.0% | +68.1% | +29.6% |
| 6M | -2.9% | +9.0% | -12.0% | -6.2% |
| YTD | +14.7% | +26.3% | -11.5% | +9.1% |
| 1Y | +47.4% | +8.9% | +38.5% | +40.9% |
| 3Y | +259.7% | -75.5% | +335.2% | +267.4% |
| 5Y | +227.7% | -86.7% | +314.4% | +244.5% |
| 10Y | +289.0% | +110.6% | +178.4% | +247.3% |
| All | +473.9% | +81.7% | +392.2% | +454.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling