+71.8%
GH vs WYNN
-32.5%
+104.2%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +6.1% | -9.7% | -5.0% |
| 7D | -7.7% | +15.4% | -23.1% | -11.1% |
| 30D | -10.0% | +6.8% | -16.7% | -11.4% |
| 3M | +5.5% | -15.4% | +20.9% | +11.1% |
| 6M | +84.9% | -20.0% | +104.9% | +96.1% |
| YTD | +65.0% | -31.0% | +96.1% | +80.5% |
| 1Y | +71.8% | -31.5% | +103.2% | +88.0% |
| All | +71.8% | -32.5% | +104.2% | +88.0% |
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