-92.2%
SEDG vs GGLL
+217.5%
-309.7%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.9% | +3.5% | -12.5% | -9.9% |
| 7D | -7.3% | +11.5% | -18.8% | -10.0% |
| 30D | -25.3% | -31.2% | +5.9% | -18.7% |
| 3M | -24.1% | -28.7% | +4.5% | -18.6% |
| 6M | -39.9% | -47.2% | +7.3% | -30.2% |
| YTD | -15.8% | -24.3% | +8.5% | -13.9% |
| 1Y | -42.9% | -12.0% | -30.9% | -44.6% |
| 3Y | -65.9% | +169.6% | -235.5% | -78.4% |
| All | -92.2% | +217.5% | -309.7% | -95.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling