+1.3%
GFS vs WYNN
-1.2%
+2.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.5% |
| 7D | +3.8% | -4.2% | +8.0% | +5.6% |
| 30D | -11.7% | -14.6% | +2.9% | -6.1% |
| 3M | -41.8% | -18.4% | -23.4% | -37.1% |
| 6M | +6.6% | -11.9% | +18.6% | +11.3% |
| YTD | +34.6% | -26.6% | +61.2% | +50.2% |
| 1Y | +46.2% | -28.5% | +74.7% | +63.8% |
| 3Y | -20.3% | -5.1% | -15.2% | -24.0% |
| All | +1.3% | -1.2% | +2.5% | -6.5% |
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