+215.0%
GLD vs WYNN
+1.1%
+213.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.6% |
| 7D | -2.0% | -4.2% | +2.2% | -1.9% |
| 30D | -1.5% | -14.6% | +13.1% | -1.4% |
| 3M | +3.2% | -18.4% | +21.6% | +3.3% |
| 6M | -16.3% | -11.9% | -4.4% | -16.2% |
| YTD | +0.6% | -26.6% | +27.2% | +0.7% |
| 1Y | +19.1% | -28.5% | +47.7% | +19.3% |
| 3Y | +123.5% | -5.1% | +128.6% | +123.4% |
| 5Y | +138.5% | -10.5% | +149.0% | +138.3% |
| All | +215.0% | +1.1% | +213.9% | +208.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling