-76.6%
SEDG vs GFI
+287.6%
-364.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.3% | -4.4% | -5.3% |
| 7D | +1.4% | -4.9% | +6.3% | +2.6% |
| 30D | +8.3% | +10.7% | -2.4% | +5.3% |
| 3M | -40.7% | +25.6% | -66.3% | -45.0% |
| 6M | -3.9% | -8.3% | +4.3% | -4.4% |
| YTD | +20.2% | +6.3% | +13.9% | +13.5% |
| 1Y | +17.6% | +22.1% | -4.5% | +5.8% |
| 3Y | -76.6% | +289.2% | -365.8% | -86.9% |
| All | -76.6% | +287.6% | -364.2% | -86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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