-17.4%
GIS vs WYNN
-32.5%
+15.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +6.1% | -0.9% | +4.4% |
| 7D | +8.5% | +15.4% | -6.9% | +6.8% |
| 30D | +15.3% | +6.8% | +8.6% | +14.3% |
| 3M | +0.9% | -15.4% | +16.3% | +2.1% |
| 6M | +7.9% | -20.0% | +27.9% | +9.9% |
| YTD | -17.6% | -31.0% | +13.5% | -15.2% |
| 1Y | -17.4% | -31.5% | +14.1% | -14.6% |
| All | -17.4% | -32.5% | +15.1% | -14.6% |
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