Two relevant points here:
1st to agree with Brendan; if women do invest and hold rather than turnover stocks frequently, as us testosterone fuelled ones are alleged to do, then, yes, they will on average achieve a higher return. Basic wisdom from the boss here.
2nd. I imagine, (all kinds of stereotypes at work here) that women invest in more risk averse stocks. More blue chip, less TMT, more FTSE, less NASDAQ. Clearly, in the last year, the more cautious policy will have been far more successful (or far less unsuccessful). BUT, I would be wary of drawing conclusions from this.