+92.2%
GD vs WYNN
-10.4%
+102.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.9% |
| 7D | -3.1% | -1.4% | -1.7% | -3.0% |
| 30D | -10.9% | -11.8% | +0.8% | -9.9% |
| 3M | +2.5% | -15.8% | +18.3% | +4.1% |
| 6M | -1.7% | -10.7% | +9.0% | -0.8% |
| YTD | +6.1% | -24.5% | +30.6% | +8.8% |
| 1Y | +11.7% | -25.0% | +36.7% | +14.3% |
| 3Y | +71.8% | -1.8% | +73.5% | +68.8% |
| 5Y | +92.2% | -10.0% | +102.2% | +87.2% |
| All | +92.2% | -10.4% | +102.6% | +87.2% |
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 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