-10.9%
GTLB vs WYNN
-5.1%
-5.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.2% | -0.4% |
| 7D | -5.7% | -4.2% | -1.5% | -4.3% |
| 30D | +15.1% | -14.6% | +29.8% | +21.5% |
| 3M | +65.5% | -18.4% | +83.9% | +77.5% |
| 6M | +102.9% | -11.9% | +114.8% | +110.5% |
| YTD | +25.2% | -26.6% | +51.8% | +39.0% |
| 1Y | -5.5% | -28.5% | +23.0% | +5.3% |
| 3Y | -10.9% | -5.1% | -5.8% | -15.2% |
| All | -10.9% | -5.1% | -5.8% | -15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling