+105.0%
GLDM vs SEDG
-63.6%
+168.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.0% | -5.8% | -0.9% |
| 7D | +4.7% | -8.5% | +13.1% | +4.8% |
| 30D | -0.9% | -17.0% | +16.2% | -0.4% |
| 3M | -4.3% | -15.8% | +11.5% | -4.0% |
| 6M | -13.4% | -32.3% | +18.9% | -13.0% |
| YTD | -5.8% | -4.6% | -1.2% | -6.7% |
| 1Y | +2.1% | -29.2% | +31.3% | +1.8% |
| 3Y | +105.0% | -61.7% | +166.7% | +105.9% |
| All | +105.0% | -63.6% | +168.6% | +105.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling