+24.8%
GLDM vs WYNN
-26.4%
+51.2%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -0.5% | -3.9% | +3.4% | -0.2% |
| 30D | +4.4% | -9.3% | +13.7% | +5.3% |
| 3M | -1.1% | -11.4% | +10.4% | 0.0% |
| 6M | -13.7% | -11.0% | -2.7% | -12.9% |
| YTD | +2.8% | -23.4% | +26.1% | +4.4% |
| 1Y | +24.8% | -24.8% | +49.7% | +27.0% |
| All | +24.8% | -26.4% | +51.2% | +27.0% |
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 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