-91.7%
SEDG vs GGLL
+194.0%
-285.7%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.6% | -5.9% | -6.3% |
| 7D | -21.4% | +5.1% | -26.4% | -22.4% |
| 30D | -19.7% | -35.5% | +15.8% | -11.1% |
| 3M | -19.7% | -39.2% | +19.4% | -10.0% |
| 6M | -37.4% | -54.4% | +17.0% | -24.3% |
| YTD | -10.4% | -29.8% | +19.5% | -6.3% |
| 1Y | -43.0% | -20.4% | -22.6% | -43.1% |
| 3Y | -63.6% | +149.7% | -213.4% | -76.5% |
| All | -91.7% | +194.0% | -285.7% | -95.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling