+7.2%
GEHC vs WYNN
+6.2%
+1.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | -7.2% | -4.2% | -3.0% | -5.9% |
| 30D | -11.6% | -14.6% | +3.1% | -7.1% |
| 3M | -0.8% | -18.4% | +17.6% | +5.6% |
| 6M | -11.9% | -11.9% | 0.0% | -8.5% |
| YTD | -21.9% | -26.6% | +4.6% | -14.6% |
| 1Y | -17.8% | -28.5% | +10.7% | -10.1% |
| 3Y | -3.5% | -5.1% | +1.6% | -8.1% |
| All | +7.2% | +6.2% | +1.0% | +0.6% |
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