+457.5%
ASX vs GWRE
+49.2%
+408.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.7% | -3.2% |
| 7D | +6.5% | -30.9% | +37.4% | +7.6% |
| 30D | +3.1% | -20.7% | +23.8% | +3.7% |
| 3M | +17.4% | +20.2% | -2.8% | +13.9% |
| 6M | +85.4% | -11.9% | +97.3% | +86.8% |
| YTD | +150.1% | -30.3% | +180.4% | +164.2% |
| 1Y | +256.3% | -44.6% | +300.9% | +296.9% |
| All | +457.5% | +49.2% | +408.3% | +328.5% |
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