-22.0%
GFS vs WYNN
-4.3%
-17.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.8% |
| 7D | +3.2% | -3.4% | +6.6% | +4.5% |
| 30D | -9.6% | -15.4% | +5.9% | -3.8% |
| 3M | -38.5% | -15.8% | -22.7% | -34.5% |
| 6M | -1.3% | -13.5% | +12.2% | +3.5% |
| YTD | +31.8% | -26.0% | +57.8% | +45.9% |
| 1Y | +44.6% | -27.4% | +71.9% | +60.0% |
| All | -22.0% | -4.3% | -17.7% | -30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling