-75.5%
SEDG vs GPC
-2.2%
-73.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -2.9% | +9.4% | +7.5% |
| 7D | +12.1% | +0.2% | +11.9% | +12.0% |
| 30D | +14.7% | -0.4% | +15.1% | +14.8% |
| 3M | -43.0% | +39.2% | -82.2% | -50.3% |
| 6M | +9.0% | +18.2% | -9.2% | +1.7% |
| YTD | +26.3% | +12.1% | +14.2% | +18.3% |
| 1Y | +8.9% | -0.7% | +9.6% | +10.0% |
| 3Y | -75.5% | -1.7% | -73.9% | -77.3% |
| All | -75.5% | -2.2% | -73.3% | -77.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling