+13.1%
GSK vs SEDG
-5.0%
+18.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -8.7% | +13.7% | +5.0% |
| 7D | +4.9% | +1.8% | +3.1% | +4.9% |
| 30D | +9.9% | -12.7% | +22.6% | +9.9% |
| 3M | +0.2% | -38.4% | +38.6% | +0.4% |
| 6M | +2.3% | -27.7% | +30.0% | +1.2% |
| YTD | +7.1% | +4.1% | +3.0% | +3.8% |
| 1Y | +13.1% | -5.7% | +18.8% | +9.7% |
| All | +13.1% | -5.0% | +18.1% | +9.7% |
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