+242.5%
GLDM vs SEDG
-26.0%
+268.5%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.5% | -8.2% | -1.9% |
| 7D | +0.7% | +12.1% | -11.4% | +0.4% |
| 30D | +0.3% | +14.7% | -14.4% | -0.1% |
| 3M | +0.7% | -43.0% | +43.7% | +2.0% |
| 6M | -15.4% | +9.0% | -24.5% | -16.3% |
| YTD | +1.0% | +26.3% | -25.3% | -0.6% |
| 1Y | +19.7% | +8.9% | +10.8% | +18.0% |
| 3Y | +126.5% | -75.5% | +202.0% | +127.5% |
| 5Y | +142.5% | -86.7% | +229.2% | +145.3% |
| All | +242.5% | -26.0% | +268.5% | +230.8% |
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