+100.4%
GD vs WYNN
-8.7%
+109.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.6% | -0.9% |
| 7D | +1.9% | +4.7% | -2.8% | +1.4% |
| 30D | +9.2% | +9.7% | -0.4% | +8.1% |
| 3M | -7.5% | -19.2% | +11.7% | -5.6% |
| 6M | +5.8% | -14.2% | +20.0% | +7.1% |
| YTD | +9.8% | -30.5% | +40.3% | +13.3% |
| 1Y | +5.8% | -33.0% | +38.8% | +9.5% |
| 3Y | +58.0% | +0.1% | +57.9% | +54.9% |
| 5Y | +100.4% | -8.4% | +108.8% | +95.4% |
| All | +100.4% | -8.7% | +109.1% | +95.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling