+21.8%
GDXJ vs WYNN
-32.5%
+54.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +6.1% | +3.6% | +7.5% |
| 7D | -0.2% | +15.4% | -15.6% | -4.8% |
| 30D | -7.6% | +6.8% | -14.3% | -9.6% |
| 3M | +2.3% | -15.4% | +17.7% | +7.8% |
| 6M | -7.8% | -20.0% | +12.1% | -1.4% |
| YTD | -8.4% | -31.0% | +22.7% | +3.1% |
| 1Y | +21.8% | -31.5% | +53.3% | +35.0% |
| All | +21.8% | -32.5% | +54.2% | +35.0% |
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 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