+4.9%
GIS vs SEDG
+75.6%
-70.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.8% | -1.6% |
| 7D | -8.6% | +3.6% | -12.2% | -8.6% |
| 30D | -0.5% | +9.3% | -9.8% | -0.5% |
| 3M | +11.9% | -39.1% | +51.0% | +12.1% |
| 6M | -11.6% | +1.8% | -13.4% | -12.1% |
| YTD | -16.3% | +22.0% | -38.4% | -17.1% |
| 1Y | -21.8% | +17.2% | -39.0% | -22.6% |
| 3Y | -35.7% | -76.3% | +40.7% | -36.1% |
| 5Y | -22.9% | -87.2% | +64.4% | -23.2% |
| 10Y | -16.8% | +108.6% | -125.4% | -26.7% |
| All | +4.9% | +75.6% | -70.7% | -9.1% |
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