+12.6%
GTLB vs WYNN
-32.5%
+45.1%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.1% | -6.1% | -1.3% |
| 7D | -9.7% | +15.4% | -25.1% | -12.8% |
| 30D | +1.7% | +6.8% | -5.1% | +0.2% |
| 3M | +43.6% | -15.4% | +58.9% | +50.8% |
| 6M | +113.0% | -20.0% | +132.9% | +127.6% |
| YTD | +39.5% | -31.0% | +70.6% | +56.0% |
| 1Y | +12.6% | -31.5% | +44.1% | +24.4% |
| All | +12.6% | -32.5% | +45.1% | +24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling