+388.8%
GH vs WYNN
-25.2%
+414.0%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | -2.5% | -4.2% | +1.7% | -1.1% |
| 30D | -4.7% | -14.6% | +9.9% | +0.3% |
| 3M | +20.2% | -18.4% | +38.6% | +28.2% |
| 6M | +78.8% | -11.9% | +90.7% | +85.4% |
| YTD | +54.1% | -26.6% | +80.7% | +69.5% |
| 1Y | +177.1% | -28.5% | +205.6% | +205.3% |
| 3Y | +371.6% | -5.1% | +376.7% | +361.0% |
| 5Y | +21.9% | -10.5% | +32.4% | +15.2% |
| All | +388.8% | -25.2% | +414.0% | +338.8% |
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