-54.5%
GTLB vs SEDG
-88.1%
+33.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.4% | -2.3% | +1.3% |
| 7D | -4.1% | +8.7% | -12.8% | -5.7% |
| 30D | +12.3% | +10.3% | +2.0% | +10.0% |
| 3M | +65.9% | -32.6% | +98.5% | +73.7% |
| 6M | +104.0% | -3.6% | +107.5% | +90.2% |
| YTD | +26.0% | +27.4% | -1.4% | +8.1% |
| 1Y | -3.5% | +24.9% | -28.4% | -19.4% |
| 3Y | -9.6% | -75.3% | +65.7% | +20.2% |
| All | -54.5% | -88.1% | +33.7% | -19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling