+2,110.1%
GNRC vs WYNN
+126.0%
+1,984.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +3.2% |
| 7D | -0.2% | -4.2% | +4.0% | +1.0% |
| 30D | -15.7% | -14.6% | -1.1% | -12.0% |
| 3M | -27.3% | -18.4% | -8.9% | -23.4% |
| 6M | -12.1% | -11.9% | -0.1% | -9.4% |
| YTD | +37.1% | -26.6% | +63.7% | +48.2% |
| 1Y | -0.5% | -28.5% | +28.1% | +7.9% |
| 3Y | +61.5% | -5.1% | +66.6% | +58.8% |
| 5Y | -58.6% | -10.5% | -48.1% | -59.9% |
| 10Y | +446.3% | +0.3% | +446.0% | +347.0% |
| All | +2,110.1% | +126.0% | +1,984.1% | +1,293.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling