+215.1%
GDXJ vs WYNN
+1.1%
+214.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.2% |
| 7D | -2.8% | -4.2% | +1.4% | -2.2% |
| 30D | +5.0% | -14.6% | +19.6% | +7.2% |
| 3M | +24.1% | -18.4% | +42.5% | +27.5% |
| 6M | -7.4% | -11.9% | +4.6% | -5.9% |
| YTD | +10.2% | -26.6% | +36.8% | +14.7% |
| 1Y | +42.5% | -28.5% | +71.1% | +48.4% |
| 3Y | +285.7% | -5.1% | +290.8% | +280.2% |
| 5Y | +231.9% | -10.5% | +242.3% | +219.9% |
| All | +215.1% | +1.1% | +214.0% | +162.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling