+143.8%
GLDM vs WYNN
-10.4%
+154.2%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.0% |
| 7D | +0.2% | -1.4% | +1.6% | +0.2% |
| 30D | +0.3% | -11.8% | +12.0% | +0.5% |
| 3M | +3.3% | -15.8% | +19.1% | +3.7% |
| 6M | -14.5% | -10.7% | -3.8% | -14.3% |
| YTD | +1.9% | -24.5% | +26.4% | +2.4% |
| 1Y | +21.1% | -25.0% | +46.1% | +21.6% |
| 3Y | +128.6% | -1.8% | +130.4% | +127.8% |
| 5Y | +143.8% | -10.0% | +153.8% | +139.9% |
| All | +143.8% | -10.4% | +154.2% | +139.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling