+30.4%
GSK vs SEDG
+3.4%
+27.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.1% | -1.9% |
| 7D | -1.8% | +8.9% | -10.7% | -1.8% |
| 30D | -2.2% | +0.9% | -3.1% | -2.2% |
| 3M | -1.8% | -53.2% | +51.4% | -1.5% |
| 6M | -10.6% | -9.9% | -0.8% | -11.4% |
| YTD | +4.4% | +18.5% | -14.1% | +2.9% |
| 1Y | +30.4% | +0.1% | +30.3% | +28.8% |
| All | +30.4% | +3.4% | +27.0% | +28.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling