-20.0%
GFS vs SEDG
-61.4%
+41.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.5% | +4.3% | +4.8% |
| 7D | -3.1% | -8.4% | +5.3% | -1.7% |
| 30D | -16.0% | -14.1% | -1.9% | -14.1% |
| 3M | -24.7% | -12.9% | -11.8% | -23.6% |
| 6M | -45.1% | -33.0% | -12.1% | -42.4% |
| YTD | +16.5% | -4.1% | +20.6% | +15.1% |
| 1Y | +19.3% | -30.9% | +50.2% | +22.3% |
| 3Y | -20.0% | -60.7% | +40.7% | -18.0% |
| All | -20.0% | -61.4% | +41.4% | -18.0% |
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