+76.7%
GSK vs SEDG
+106.4%
-29.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.6% | +5.7% | +0.2% |
| 7D | -3.5% | +1.4% | -4.9% | -3.6% |
| 30D | -3.4% | +8.3% | -11.8% | -3.9% |
| 3M | -8.1% | -40.7% | +32.5% | -6.7% |
| 6M | -11.1% | -3.9% | -7.2% | -12.4% |
| YTD | +0.7% | +20.2% | -19.5% | -2.1% |
| 1Y | +20.1% | +17.6% | +2.5% | +16.2% |
| 3Y | +46.1% | -76.6% | +122.7% | +45.9% |
| 5Y | +48.2% | -87.1% | +135.3% | +49.5% |
| All | +76.7% | +106.4% | -29.7% | +47.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling