+46.0%
GFI vs WYNN
-26.4%
+72.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +3.1% | -3.9% | +7.0% | +4.2% |
| 30D | +27.1% | -9.3% | +36.4% | +30.4% |
| 3M | +21.2% | -11.4% | +32.6% | +25.1% |
| 6M | -4.5% | -11.0% | +6.5% | -1.7% |
| YTD | +11.7% | -23.4% | +35.1% | +18.2% |
| 1Y | +46.0% | -24.8% | +70.9% | +56.8% |
| All | +46.0% | -26.4% | +72.4% | +56.8% |
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