+108.9%
GPN vs SEDG
+83.3%
+25.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.4% | -2.6% | +1.3% |
| 7D | -3.5% | +8.7% | -12.2% | -4.4% |
| 30D | +3.1% | +10.3% | -7.2% | +1.8% |
| 3M | +42.3% | -32.6% | +74.9% | +46.2% |
| 6M | +20.9% | -3.6% | +24.4% | +16.6% |
| YTD | +15.2% | +27.4% | -12.2% | +6.3% |
| 1Y | +5.4% | +24.9% | -19.5% | -4.0% |
| 3Y | -27.4% | -75.3% | +47.9% | -25.7% |
| 5Y | -44.2% | -86.3% | +42.1% | -40.6% |
| 10Y | +27.4% | +117.7% | -90.3% | -11.0% |
| All | +108.9% | +83.3% | +25.6% | +51.4% |
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