+388.8%
GH vs SEDG
-12.2%
+401.0%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.6% | +4.6% | +0.1% |
| 7D | -2.5% | +1.4% | -3.9% | -2.9% |
| 30D | -4.7% | +8.3% | -13.0% | -6.7% |
| 3M | +20.2% | -40.7% | +60.9% | +30.0% |
| 6M | +78.8% | -3.9% | +82.7% | +67.0% |
| YTD | +54.1% | +20.2% | +33.9% | +33.3% |
| 1Y | +177.1% | +17.6% | +159.5% | +131.6% |
| 3Y | +371.6% | -76.6% | +448.2% | +427.8% |
| 5Y | +21.9% | -87.1% | +109.0% | +58.0% |
| All | +388.8% | -12.2% | +401.0% | +199.3% |
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