+59.7%
GDXJ vs WYNN
-26.4%
+86.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +0.2% | -3.9% | +4.1% | +1.0% |
| 30D | +17.9% | -9.3% | +27.1% | +20.4% |
| 3M | +15.3% | -11.4% | +26.7% | +18.4% |
| 6M | -9.4% | -11.0% | +1.5% | -7.5% |
| YTD | +13.4% | -23.4% | +36.8% | +18.3% |
| 1Y | +59.7% | -24.8% | +84.5% | +68.1% |
| All | +59.7% | -26.4% | +86.0% | +68.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling