+25.7%
GPN vs WYNN
+1.1%
+24.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | -4.3% | -4.2% | -0.1% | -3.1% |
| 30D | 0.0% | -14.6% | +14.6% | +4.9% |
| 3M | +35.8% | -18.4% | +54.2% | +44.2% |
| 6M | +22.0% | -11.9% | +33.9% | +26.2% |
| YTD | +15.2% | -26.6% | +41.8% | +25.9% |
| 1Y | +3.5% | -28.5% | +32.0% | +13.3% |
| 3Y | -26.9% | -5.1% | -21.8% | -29.0% |
| 5Y | -44.2% | -10.5% | -33.7% | -47.6% |
| All | +25.7% | +1.1% | +24.6% | +2.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling