-2.4%
WYNN vs GGLL
+226.0%
-228.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.5% | +2.4% | -1.5% |
| 7D | -1.4% | -3.9% | +2.5% | -0.9% |
| 30D | -11.8% | -15.4% | +3.6% | -9.8% |
| 3M | -15.8% | -21.9% | +6.1% | -13.7% |
| 6M | -10.7% | +4.5% | -15.2% | -13.7% |
| YTD | -24.5% | -2.4% | -22.1% | -26.5% |
| 1Y | -25.0% | +57.8% | -82.8% | -33.5% |
| All | -2.4% | +226.0% | -228.4% | -29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling