+963.7%
ASX vs GWRE
+129.6%
+834.1%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.7% | -2.9% |
| 7D | +6.5% | -30.9% | +37.4% | +15.5% |
| 30D | +3.1% | -20.7% | +23.8% | +7.6% |
| 3M | +17.4% | +20.2% | -2.8% | +6.7% |
| 6M | +85.4% | -11.9% | +97.3% | +81.5% |
| YTD | +150.1% | -30.3% | +180.4% | +162.4% |
| 1Y | +256.3% | -44.6% | +300.9% | +304.6% |
| 3Y | +446.9% | +48.8% | +398.1% | +300.5% |
| 5Y | +447.1% | +14.8% | +432.3% | +328.3% |
| All | +963.7% | +129.6% | +834.1% | +561.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling