-10.3%
GTLB vs SEDG
-75.7%
+65.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.4% | -2.3% | +1.7% |
| 7D | -4.1% | +8.7% | -12.8% | -4.8% |
| 30D | +12.3% | +10.3% | +2.0% | +11.2% |
| 3M | +65.9% | -32.6% | +98.5% | +69.7% |
| 6M | +104.0% | -3.6% | +107.5% | +97.5% |
| YTD | +26.0% | +27.4% | -1.4% | +17.0% |
| 1Y | -3.5% | +24.9% | -28.4% | -11.3% |
| All | -10.3% | -75.7% | +65.4% | +11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling