+51.9%
WYNN vs GGLL
+313.5%
-261.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.2% |
| 7D | -3.4% | -5.8% | +2.3% | -2.6% |
| 30D | -15.4% | -7.2% | -8.2% | -14.5% |
| 3M | -15.8% | -17.5% | +1.7% | -14.4% |
| 6M | -13.5% | +5.1% | -18.6% | -16.4% |
| YTD | -26.0% | -1.3% | -24.6% | -28.0% |
| 1Y | -27.4% | +60.2% | -87.6% | -35.7% |
| 3Y | -3.7% | +230.8% | -234.5% | -29.8% |
| All | +51.9% | +313.5% | -261.6% | +4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling