+281.4%
FCEL vs GWRE
-25.4%
+306.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -19.9% | +21.8% | -1.3% |
| 7D | -15.8% | -21.1% | +5.3% | -18.9% |
| 30D | -29.3% | +1.3% | -30.6% | -28.4% |
| 3M | -30.1% | +7.4% | -37.6% | -28.5% |
| 6M | +74.4% | +5.6% | +68.8% | +83.2% |
| YTD | +104.5% | -19.2% | +123.7% | +115.1% |
| 1Y | +281.4% | -25.1% | +306.5% | +304.4% |
| All | +281.4% | -25.4% | +306.8% | +304.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling