-7.8%
GFS vs SEDG
-92.9%
+85.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.9% | +8.4% | +1.2% |
| 7D | +17.2% | -7.3% | +24.5% | +18.9% |
| 30D | -8.7% | -25.3% | +16.6% | -3.6% |
| 3M | -19.7% | -24.1% | +4.5% | -16.0% |
| 6M | -40.7% | -39.9% | -0.8% | -36.3% |
| YTD | +22.5% | -15.8% | +38.3% | +21.0% |
| 1Y | +25.2% | -42.9% | +68.1% | +32.2% |
| 3Y | -17.7% | -65.9% | +48.2% | -12.6% |
| 5Y | -23.5% | -93.3% | +69.8% | +9.5% |
| All | -7.8% | -92.9% | +85.2% | +33.4% |
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