+4.3%
GFI vs WYNN
-34.2%
+38.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.7% | +6.7% | +4.3% |
| 7D | +7.7% | +6.9% | +0.8% | +5.0% |
| 30D | +4.6% | +3.5% | +1.1% | +3.1% |
| 3M | +3.8% | -21.4% | +25.1% | +13.4% |
| 6M | -7.3% | -25.0% | +17.6% | +3.3% |
| YTD | -8.8% | -33.6% | +24.8% | +7.3% |
| 1Y | +4.3% | -36.0% | +40.4% | +24.8% |
| All | +4.3% | -34.2% | +38.5% | +24.8% |
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