+50.7%
WYNN vs GGLL
+327.4%
-276.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.3% | -4.2% | -1.3% |
| 7D | -4.2% | -0.3% | -3.9% | -4.2% |
| 30D | -14.6% | -4.0% | -10.7% | -14.1% |
| 3M | -18.4% | -15.5% | -2.9% | -17.3% |
| 6M | -11.9% | +7.6% | -19.5% | -15.2% |
| YTD | -26.6% | +2.0% | -28.5% | -28.9% |
| 1Y | -28.5% | +63.9% | -92.5% | -36.9% |
| 3Y | -5.1% | +239.7% | -244.8% | -31.1% |
| All | +50.7% | +327.4% | -276.7% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 10y: compounded portfolio wealth divided by compounded GGLL 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…
10y analysis · Full analysis span regression · 6 months rolling