-2.4%
GFS vs SEDG
-90.1%
+87.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.3% |
| 7D | +1.0% | +8.9% | -7.9% | -0.7% |
| 30D | -8.6% | +0.9% | -9.5% | -9.1% |
| 3M | -46.5% | -53.2% | +6.7% | -39.0% |
| 6M | -4.8% | -9.9% | +5.0% | -6.1% |
| YTD | +29.7% | +18.5% | +11.1% | +20.4% |
| 1Y | +35.8% | +0.1% | +35.7% | +27.5% |
| 3Y | -18.3% | -78.9% | +60.5% | +5.4% |
| All | -2.4% | -90.1% | +87.6% | +32.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling