-22.1%
GFS vs SEDG
-75.9%
+53.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.5% | -6.8% | -1.3% |
| 7D | +2.6% | +12.1% | -9.5% | +0.8% |
| 30D | -16.4% | +14.7% | -31.1% | -18.4% |
| 3M | -41.6% | -43.0% | +1.4% | -37.2% |
| 6M | -3.7% | +9.0% | -12.7% | -6.3% |
| YTD | +29.3% | +26.3% | +3.0% | +22.6% |
| 1Y | +37.1% | +8.9% | +28.2% | +30.8% |
| 3Y | -22.1% | -75.5% | +53.4% | -8.2% |
| All | -22.1% | -75.9% | +53.7% | -8.2% |
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