-2.7%
GFS vs WYNN
+3.9%
-6.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.6% |
| 7D | +2.6% | +1.8% | +0.9% | +1.9% |
| 30D | -16.4% | -9.8% | -6.5% | -12.9% |
| 3M | -41.6% | -11.8% | -29.8% | -38.8% |
| 6M | -3.7% | -8.8% | +5.1% | -0.8% |
| YTD | +29.3% | -22.8% | +52.1% | +41.5% |
| 1Y | +37.1% | -24.1% | +61.2% | +50.1% |
| 3Y | -22.1% | +0.4% | -22.5% | -27.4% |
| All | -2.7% | +3.9% | -6.6% | -11.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling