+82.1%
GSK vs SEDG
+81.7%
+0.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +6.5% | -9.2% | -3.0% |
| 7D | -4.2% | +12.1% | -16.3% | -4.7% |
| 30D | -7.5% | +14.7% | -22.2% | -8.2% |
| 3M | -3.3% | -43.0% | +39.8% | -1.4% |
| 6M | -9.3% | +9.0% | -18.4% | -11.3% |
| YTD | +1.6% | +26.3% | -24.7% | -1.6% |
| 1Y | +25.5% | +8.9% | +16.5% | +21.5% |
| 3Y | +49.3% | -75.5% | +124.8% | +49.1% |
| 5Y | +46.7% | -86.7% | +133.4% | +48.3% |
| 10Y | +76.8% | +110.6% | -33.8% | +40.3% |
| All | +82.1% | +81.7% | +0.4% | +43.3% |
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