+107.0%
GLDM vs SEDG
-93.5%
+200.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.2% |
| 7D | -4.6% | -13.3% | +8.7% | -4.2% |
| 30D | -5.5% | -21.9% | +16.4% | -4.9% |
| 3M | -10.9% | -25.9% | +15.0% | -10.3% |
| 6M | -17.3% | -44.2% | +26.9% | -16.5% |
| YTD | -10.2% | -17.3% | +7.2% | -10.7% |
| 1Y | -6.9% | -34.5% | +27.6% | -6.9% |
| 3Y | +98.7% | -66.7% | +165.4% | +98.5% |
| All | +107.0% | -93.5% | +200.4% | +116.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling