-87.2%
SEDG vs GPC
+30.9%
-118.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.2% | -3.8% |
| 7D | +3.6% | -0.6% | +4.2% | +3.8% |
| 30D | +9.3% | +1.3% | +8.0% | +8.6% |
| 3M | -39.1% | +37.1% | -76.2% | -49.2% |
| 6M | +1.8% | +23.2% | -21.4% | -11.1% |
| YTD | +22.0% | +13.1% | +9.0% | +9.8% |
| 1Y | +17.2% | +0.9% | +16.3% | +14.2% |
| 3Y | -76.3% | -0.8% | -75.5% | -77.8% |
| 5Y | -87.2% | +31.1% | -118.4% | -89.8% |
| All | -87.2% | +30.9% | -118.1% | -89.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling