+669.0%
GRMN vs WYNN
+1.1%
+667.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +5.1% | +4.4% |
| 7D | +2.4% | -4.2% | +6.6% | +3.3% |
| 30D | -8.5% | -14.6% | +6.2% | -5.5% |
| 3M | +19.5% | -18.4% | +37.9% | +24.4% |
| 6M | +21.2% | -11.9% | +33.1% | +24.1% |
| YTD | +41.0% | -26.6% | +67.6% | +49.6% |
| 1Y | +19.6% | -28.5% | +48.1% | +27.0% |
| 3Y | +183.8% | -5.1% | +188.9% | +179.6% |
| 5Y | +83.0% | -10.5% | +93.5% | +75.6% |
| All | +669.0% | +1.1% | +667.9% | +585.4% |
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