+502.4%
GFI vs WYNN
-11.0%
+513.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.2% |
| 7D | -4.9% | -4.2% | -0.7% | -4.4% |
| 30D | +10.7% | -14.6% | +25.4% | +12.7% |
| 3M | +25.6% | -18.4% | +44.0% | +28.4% |
| 6M | -8.3% | -11.9% | +3.7% | -7.0% |
| YTD | +6.3% | -26.6% | +32.9% | +9.6% |
| 1Y | +22.1% | -28.5% | +50.6% | +26.0% |
| 3Y | +289.2% | -5.1% | +294.3% | +285.9% |
| All | +502.4% | -11.0% | +513.4% | +469.6% |
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