+75.0%
GD vs WYNN
-0.2%
+75.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.9% |
| 7D | -3.5% | +1.8% | -5.3% | -3.6% |
| 30D | -9.0% | -9.8% | +0.8% | -8.2% |
| 3M | +5.1% | -11.8% | +16.9% | +6.2% |
| 6M | -1.0% | -8.8% | +7.8% | -0.4% |
| YTD | +7.3% | -22.8% | +30.1% | +9.7% |
| 1Y | +12.4% | -24.1% | +36.6% | +14.8% |
| All | +75.0% | -0.2% | +75.1% | +73.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling