-61.9%
FCEL vs GWRE
+50.1%
-112.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.9% |
| 7D | +6.3% | -13.2% | +19.5% | +6.4% |
| 30D | -26.7% | -18.6% | -8.1% | -26.5% |
| 3M | -10.2% | +18.9% | -29.1% | -15.2% |
| 6M | +123.5% | -11.0% | +134.4% | +122.1% |
| YTD | +117.4% | -29.9% | +147.3% | +127.5% |
| 1Y | +146.0% | -44.3% | +190.3% | +175.0% |
| 3Y | -61.9% | +51.7% | -113.6% | -79.1% |
| All | -61.9% | +50.1% | -112.0% | -79.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling