+258.1%
GDX vs SEDG
-76.7%
+334.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.4% | +1.3% |
| 7D | +1.9% | +3.6% | -1.7% | +1.6% |
| 30D | +9.9% | +9.3% | +0.6% | +9.1% |
| 3M | +28.2% | -39.1% | +67.3% | +31.5% |
| 6M | -2.9% | +1.8% | -4.7% | -5.2% |
| YTD | +16.0% | +22.0% | -6.1% | +11.4% |
| 1Y | +49.9% | +17.2% | +32.7% | +43.9% |
| All | +258.1% | -76.7% | +334.9% | +287.0% |
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