+126.5%
GLDM vs WYNN
+0.1%
+126.4%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.5% | -1.7% |
| 7D | +0.7% | +1.8% | -1.0% | +0.7% |
| 30D | +0.3% | -9.8% | +10.2% | +0.7% |
| 3M | +0.7% | -11.8% | +12.5% | +1.2% |
| 6M | -15.4% | -8.8% | -6.7% | -15.1% |
| YTD | +1.0% | -22.8% | +23.8% | +1.7% |
| 1Y | +19.7% | -24.1% | +43.9% | +20.6% |
| 3Y | +126.5% | +0.4% | +126.1% | +123.4% |
| All | +126.5% | +0.1% | +126.4% | +123.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling