+1,414.7%
GD vs WYNN
+1,128.7%
+286.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.3% | -0.3% |
| 7D | +2.7% | +2.3% | +0.3% | +2.2% |
| 30D | +8.6% | +15.4% | -6.8% | +5.8% |
| 3M | -7.1% | -16.7% | +9.6% | -4.3% |
| 6M | +7.5% | -11.1% | +18.6% | +9.2% |
| YTD | +9.9% | -28.8% | +38.7% | +15.6% |
| 1Y | +7.6% | -30.2% | +37.8% | +13.4% |
| 3Y | +56.2% | +3.8% | +52.4% | +50.3% |
| 5Y | +100.6% | -6.2% | +106.8% | +89.1% |
| 10Y | +167.8% | +12.6% | +155.2% | +124.1% |
| All | +1,414.7% | +1,128.7% | +286.0% | +867.0% |
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