-54.8%
GTLB vs WYNN
-2.4%
-52.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.2% | -0.2% |
| 7D | -5.7% | -4.2% | -1.5% | -3.6% |
| 30D | +15.1% | -14.6% | +29.8% | +24.7% |
| 3M | +65.5% | -18.4% | +83.9% | +83.0% |
| 6M | +102.9% | -11.9% | +114.8% | +113.9% |
| YTD | +25.2% | -26.6% | +51.8% | +45.4% |
| 1Y | -5.5% | -28.5% | +23.0% | +10.0% |
| 3Y | -10.9% | -5.1% | -5.8% | -17.2% |
| All | -54.8% | -2.4% | -52.3% | -63.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling