-88.7%
SEDG vs GGLL
+309.0%
-397.7%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.5% | +1.2% | -2.1% |
| 7D | +3.6% | -3.9% | +7.5% | +4.8% |
| 30D | +9.3% | -15.4% | +24.7% | +14.1% |
| 3M | -39.1% | -21.9% | -17.2% | -34.8% |
| 6M | +1.8% | +4.5% | -2.7% | -2.1% |
| YTD | +22.0% | -2.4% | +24.5% | +18.8% |
| 1Y | +17.2% | +57.8% | -40.6% | -2.1% |
| 3Y | -76.3% | +227.2% | -303.6% | -85.5% |
| All | -88.7% | +309.0% | -397.7% | -93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded GGLL 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling