+399.9%
GH vs SEDG
-7.8%
+407.7%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.5% | -6.8% | -1.6% |
| 7D | -2.1% | +12.1% | -14.2% | -4.5% |
| 30D | -4.5% | +14.7% | -19.2% | -7.5% |
| 3M | +28.9% | -43.0% | +71.9% | +40.4% |
| 6M | +76.5% | +9.0% | +67.5% | +60.2% |
| YTD | +57.6% | +26.3% | +31.3% | +35.1% |
| 1Y | +167.5% | +8.9% | +158.6% | +128.4% |
| 3Y | +377.4% | -75.5% | +452.9% | +430.1% |
| 5Y | +23.8% | -86.7% | +110.5% | +59.9% |
| All | +399.9% | -7.8% | +407.7% | +203.3% |
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 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