+479.4%
ASX vs GWRE
+15.9%
+463.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -5.0% | +8.5% | +4.3% |
| 7D | +11.1% | -26.2% | +37.3% | +16.1% |
| 30D | +9.6% | -17.8% | +27.4% | +12.1% |
| 3M | +18.6% | +14.2% | +4.4% | +11.6% |
| 6M | +92.1% | -12.9% | +105.0% | +91.2% |
| YTD | +158.5% | -29.2% | +187.7% | +172.9% |
| 1Y | +271.9% | -44.4% | +316.3% | +325.3% |
| 3Y | +465.2% | +51.1% | +414.2% | +306.7% |
| 5Y | +479.4% | +16.5% | +462.9% | +358.2% |
| All | +479.4% | +15.9% | +463.5% | +358.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling