-99.6%
FCEL vs GWRE
+741.3%
-840.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.7% |
| 7D | +6.3% | -13.2% | +19.5% | +12.4% |
| 30D | -26.7% | -18.6% | -8.1% | -22.1% |
| 3M | -10.2% | +18.9% | -29.1% | -24.9% |
| 6M | +123.5% | -11.0% | +134.4% | +106.7% |
| YTD | +117.4% | -29.9% | +147.3% | +124.7% |
| 1Y | +146.0% | -44.3% | +190.3% | +188.7% |
| 3Y | -61.9% | +51.7% | -113.6% | -77.6% |
| 5Y | -90.5% | +15.4% | -105.9% | -93.5% |
| 10Y | -99.1% | +129.4% | -228.6% | -99.6% |
| All | -99.6% | +741.3% | -840.9% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling