+224.1%
GDX vs WYNN
-11.0%
+235.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.2% |
| 7D | -2.2% | -4.2% | +2.0% | -1.6% |
| 30D | +6.8% | -14.6% | +21.4% | +9.2% |
| 3M | +24.9% | -18.4% | +43.3% | +28.5% |
| 6M | -4.2% | -11.9% | +7.7% | -2.7% |
| YTD | +13.2% | -26.6% | +39.8% | +17.8% |
| 1Y | +40.2% | -28.5% | +68.7% | +46.0% |
| 3Y | +249.6% | -5.1% | +254.7% | +242.6% |
| All | +224.1% | -11.0% | +235.1% | +199.0% |
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 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