-88.3%
SEDG vs GGLL
+328.4%
-416.7%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.1% | +6.6% | +6.5% |
| 7D | +12.1% | +1.9% | +10.3% | +11.5% |
| 30D | +14.7% | -9.7% | +24.4% | +17.6% |
| 3M | -43.0% | -18.0% | -25.0% | -39.9% |
| 6M | +9.0% | +15.3% | -6.2% | +1.9% |
| YTD | +26.3% | +2.2% | +24.1% | +21.3% |
| 1Y | +8.9% | +73.1% | -64.1% | -11.6% |
| 3Y | -75.5% | +242.7% | -318.2% | -85.2% |
| All | -88.3% | +328.4% | -416.7% | -93.8% |
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