+177.1%
GH vs WYNN
-28.3%
+205.4%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | -2.5% | -4.2% | +1.7% | -1.2% |
| 30D | -4.7% | -14.6% | +9.9% | +0.1% |
| 3M | +20.2% | -18.4% | +38.6% | +28.2% |
| 6M | +78.8% | -11.9% | +90.7% | +84.0% |
| YTD | +54.1% | -26.6% | +80.7% | +67.3% |
| 1Y | +177.1% | -28.5% | +205.6% | +199.2% |
| All | +177.1% | -28.3% | +205.4% | +199.2% |
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