+985.8%
ASX vs GWRE
+167.6%
+818.2%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.8% |
| 7D | +12.4% | -2.0% | +14.4% | +12.8% |
| 30D | -19.8% | -4.1% | -15.7% | -19.7% |
| 3M | -10.3% | -13.4% | +3.0% | -9.5% |
| 6M | +1.2% | +26.0% | -24.7% | -10.9% |
| YTD | +123.0% | -21.3% | +144.3% | +124.3% |
| 1Y | +145.4% | -27.5% | +172.9% | +153.9% |
| 3Y | +368.6% | +72.7% | +295.9% | +225.2% |
| 5Y | +486.0% | +26.4% | +459.7% | +343.9% |
| All | +985.8% | +167.6% | +818.2% | +534.2% |
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