+65.2%
SEDG vs GPC
+109.2%
-44.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.6% |
| 7D | +8.9% | +1.2% | +7.7% | +8.2% |
| 30D | +0.9% | +6.0% | -5.1% | -2.2% |
| 3M | -53.2% | +42.6% | -95.9% | -62.4% |
| 6M | -9.9% | +22.8% | -32.6% | -22.5% |
| YTD | +18.5% | +15.5% | +3.1% | +4.1% |
| 1Y | +0.1% | +2.0% | -1.9% | -5.0% |
| 3Y | -78.9% | -1.4% | -77.5% | -80.1% |
| 5Y | -88.0% | +30.6% | -118.6% | -90.5% |
| 10Y | +97.5% | +80.6% | +16.8% | +15.1% |
| All | +65.2% | +109.2% | -44.0% | -16.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling