+248.5%
GLDM vs SEDG
-30.5%
+279.0%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -0.9% |
| 7D | -0.5% | +8.9% | -9.4% | -0.8% |
| 30D | +4.4% | +0.9% | +3.5% | +4.3% |
| 3M | -1.1% | -53.2% | +52.2% | +0.7% |
| 6M | -13.7% | -9.9% | -3.8% | -14.1% |
| YTD | +2.8% | +18.5% | -15.8% | +1.3% |
| 1Y | +24.8% | +0.1% | +24.7% | +23.3% |
| 3Y | +127.8% | -78.9% | +206.7% | +129.8% |
| 5Y | +141.1% | -88.0% | +229.2% | +144.7% |
| All | +248.5% | -30.5% | +279.0% | +237.2% |
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