+11.6%
GD vs WYNN
-26.8%
+38.4%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.5% | +0.6% |
| 7D | -3.2% | -3.4% | +0.3% | -2.9% |
| 30D | -9.6% | -15.4% | +5.8% | -8.4% |
| 3M | +4.3% | -15.8% | +20.1% | +5.7% |
| 6M | +0.5% | -13.5% | +14.0% | +1.5% |
| YTD | +6.6% | -26.0% | +32.6% | +9.2% |
| 1Y | +11.6% | -27.4% | +39.0% | +14.2% |
| All | +11.6% | -26.8% | +38.4% | +14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling