+14.7%
GTLB vs WYNN
-26.4%
+41.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +11.1% | -3.9% | +15.0% | +12.2% |
| 30D | +37.8% | -9.3% | +47.1% | +41.6% |
| 3M | +61.6% | -11.4% | +73.0% | +67.3% |
| 6M | +98.9% | -11.0% | +109.9% | +104.5% |
| YTD | +32.8% | -23.4% | +56.1% | +42.8% |
| 1Y | +14.7% | -24.8% | +39.5% | +24.0% |
| All | +14.7% | -26.4% | +41.0% | +24.0% |
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