+100.2%
SEDG vs GPC
+86.4%
+13.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.3% | -5.5% |
| 7D | +1.4% | -3.2% | +4.6% | +2.9% |
| 30D | +8.3% | +0.5% | +7.8% | +8.0% |
| 3M | -40.7% | +31.7% | -72.4% | -49.5% |
| 6M | -3.9% | +24.7% | -28.6% | -17.2% |
| YTD | +20.2% | +11.8% | +8.4% | +8.3% |
| 1Y | +17.6% | -3.0% | +20.6% | +15.3% |
| 3Y | -76.6% | -1.1% | -75.5% | -78.0% |
| 5Y | -87.1% | +30.5% | -117.6% | -89.4% |
| All | +100.2% | +86.4% | +13.9% | +21.7% |
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