+279.6%
GIS vs WYNN
+1,166.9%
-887.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.3% |
| 7D | -6.4% | -4.2% | -2.2% | -6.2% |
| 30D | -6.1% | -14.6% | +8.5% | -5.5% |
| 3M | +7.8% | -18.4% | +26.2% | +8.7% |
| 6M | -8.8% | -11.9% | +3.1% | -8.4% |
| YTD | -19.1% | -26.6% | +7.5% | -18.2% |
| 1Y | -24.8% | -28.5% | +3.8% | -23.9% |
| 3Y | -37.6% | -5.1% | -32.4% | -37.9% |
| 5Y | -25.4% | -10.5% | -14.9% | -26.3% |
| 10Y | -19.6% | +0.3% | -19.9% | -24.1% |
| All | +279.6% | +1,166.9% | -887.2% | +213.0% |
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 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