+84.4%
GRMN vs WYNN
-11.0%
+95.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +5.1% | +4.4% |
| 7D | +2.4% | -4.2% | +6.6% | +3.5% |
| 30D | -8.5% | -14.6% | +6.2% | -4.9% |
| 3M | +19.5% | -18.4% | +37.9% | +25.2% |
| 6M | +21.2% | -11.9% | +33.1% | +24.5% |
| YTD | +41.0% | -26.6% | +67.6% | +51.1% |
| 1Y | +19.6% | -28.5% | +48.1% | +28.2% |
| 3Y | +183.8% | -5.1% | +188.9% | +176.9% |
| All | +84.4% | -11.0% | +95.4% | +67.5% |
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