+216.8%
GLDM vs SEDG
-47.4%
+264.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.5% | +3.9% | -2.5% |
| 7D | +2.9% | -21.4% | +24.2% | +3.5% |
| 30D | -3.9% | -19.7% | +15.8% | -3.4% |
| 3M | -8.1% | -19.7% | +11.6% | -7.7% |
| 6M | -14.7% | -37.4% | +22.7% | -14.2% |
| YTD | -6.6% | -10.4% | +3.8% | -7.3% |
| 1Y | -2.1% | -43.0% | +41.0% | -1.7% |
| 3Y | +107.7% | -63.6% | +171.3% | +106.4% |
| 5Y | +116.5% | -92.5% | +208.9% | +122.3% |
| All | +216.8% | -47.4% | +264.2% | +208.6% |
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