+112.8%
GLDM vs WYNN
-4.0%
+116.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -1.1% |
| 7D | -2.0% | +3.6% | -5.6% | -2.1% |
| 30D | -4.4% | +13.9% | -18.3% | -4.8% |
| 3M | -8.8% | -18.3% | +9.5% | -8.5% |
| 6M | -15.9% | -13.6% | -2.2% | -15.7% |
| YTD | -7.7% | -28.5% | +20.8% | -7.2% |
| 1Y | -3.6% | -31.6% | +28.0% | -3.0% |
| 3Y | +105.2% | +3.0% | +102.2% | +104.5% |
| 5Y | +112.8% | -6.3% | +119.0% | +107.6% |
| All | +112.8% | -4.0% | +116.8% | +107.6% |
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 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