+73.5%
SEDG vs GPC
+74.9%
-1.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -2.0% |
| 7D | -13.3% | +0.4% | -13.7% | -13.5% |
| 30D | -21.9% | -6.3% | -15.6% | -19.5% |
| 3M | -25.9% | -8.2% | -17.7% | -23.0% |
| 6M | -44.2% | +27.1% | -71.3% | -52.4% |
| YTD | -17.3% | +3.1% | -20.5% | -22.8% |
| 1Y | -34.5% | +0.1% | -34.6% | -37.7% |
| 3Y | -66.7% | +0.2% | -66.9% | -69.2% |
| 5Y | -93.4% | +4.9% | -98.3% | -94.0% |
| All | +73.5% | +74.9% | -1.4% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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