+231.8%
GAP vs WYNN
+1,177.3%
-945.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -1.5% |
| 7D | -6.3% | -3.4% | -2.9% | -5.3% |
| 30D | -0.2% | -15.4% | +15.2% | +5.2% |
| 3M | 0.0% | -15.8% | +15.8% | +5.5% |
| 6M | -8.1% | -13.5% | +5.4% | -3.9% |
| YTD | -16.5% | -26.0% | +9.5% | -8.3% |
| 1Y | -10.5% | -27.4% | +16.9% | -1.5% |
| 3Y | +104.0% | -3.7% | +107.7% | +103.6% |
| 5Y | +6.8% | -9.8% | +16.5% | +4.9% |
| 10Y | +26.9% | +1.1% | +25.8% | +12.8% |
| All | +231.8% | +1,177.3% | -945.5% | +92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 all: compounded portfolio wealth divided by compounded WYNN 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…
all analysis · Full analysis span regression · 6 months rolling