-55.4%
GTLB vs SEDG
-88.6%
+33.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.3% | +1.6% | -1.1% |
| 7D | -6.6% | +3.6% | -10.2% | -7.3% |
| 30D | +13.7% | +9.3% | +4.4% | +11.6% |
| 3M | +52.9% | -39.1% | +92.0% | +63.2% |
| 6M | +88.5% | +1.8% | +86.7% | +73.0% |
| YTD | +23.4% | +22.0% | +1.4% | +6.7% |
| 1Y | -3.8% | +17.2% | -21.0% | -18.7% |
| 3Y | -11.5% | -76.3% | +64.8% | +18.7% |
| All | -55.4% | -88.6% | +33.2% | -20.2% |
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 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