-43.7%
GPN vs WYNN
-11.0%
-32.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +44.1% |
| 6M | +22.0% | -11.9% | +33.9% | +26.1% |
| YTD | +15.2% | -26.6% | +41.8% | +25.7% |
| 1Y | +3.5% | -28.5% | +32.0% | +13.1% |
| 3Y | -26.9% | -5.1% | -21.8% | -29.5% |
| All | -43.7% | -11.0% | -32.7% | -48.9% |
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