+1,390.5%
GD vs WYNN
+1,222.3%
+168.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.7% | -1.8% |
| 7D | -5.3% | -3.9% | -1.3% | -4.6% |
| 30D | -6.4% | -9.3% | +2.9% | -4.9% |
| 3M | +5.7% | -11.4% | +17.1% | +7.8% |
| 6M | -0.9% | -11.0% | +10.0% | +0.6% |
| YTD | +8.2% | -23.4% | +31.5% | +12.6% |
| 1Y | +13.4% | -24.8% | +38.2% | +18.0% |
| 3Y | +68.5% | -7.1% | +75.6% | +65.4% |
| 5Y | +97.2% | -5.4% | +102.6% | +85.3% |
| 10Y | +190.2% | +11.5% | +178.7% | +143.0% |
| All | +1,390.5% | +1,222.3% | +168.2% | +841.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling