-54.8%
GTLB vs SEDG
-88.8%
+34.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.6% | +5.0% | +0.4% |
| 7D | -5.7% | +1.4% | -7.1% | -6.1% |
| 30D | +15.1% | +8.3% | +6.8% | +13.1% |
| 3M | +65.5% | -40.7% | +106.1% | +77.5% |
| 6M | +102.9% | -3.9% | +106.8% | +89.0% |
| YTD | +25.2% | +20.2% | +5.0% | +8.5% |
| 1Y | -5.5% | +17.6% | -23.1% | -20.3% |
| 3Y | -10.9% | -76.6% | +65.7% | +19.6% |
| All | -54.8% | -88.8% | +34.0% | -18.9% |
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