+191.2%
GD vs WYNN
+1.1%
+190.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | -1.0% | -4.2% | +3.2% | -0.2% |
| 30D | -9.7% | -14.6% | +4.9% | -7.2% |
| 3M | -0.4% | -18.4% | +18.0% | +3.1% |
| 6M | +1.5% | -11.9% | +13.4% | +3.4% |
| YTD | +7.1% | -26.6% | +33.7% | +12.5% |
| 1Y | +9.9% | -28.5% | +38.4% | +15.4% |
| 3Y | +74.6% | -5.1% | +79.8% | +70.3% |
| 5Y | +96.1% | -10.5% | +106.6% | +85.9% |
| All | +191.2% | +1.1% | +190.0% | +151.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling