+46.2%
WYNN vs GGLL
+210.8%
-164.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.1% | +4.6% | +2.7% |
| 7D | +2.3% | +7.7% | -5.3% | +1.3% |
| 30D | +15.4% | -30.2% | +45.6% | +20.3% |
| 3M | -16.7% | -31.3% | +14.6% | -13.1% |
| 6M | -11.1% | -52.1% | +40.9% | -2.9% |
| YTD | -28.8% | -25.9% | -2.9% | -28.6% |
| 1Y | -30.2% | -8.5% | -21.8% | -32.9% |
| 3Y | +3.8% | +165.5% | -161.8% | -22.8% |
| All | +46.2% | +210.8% | -164.6% | +3.5% |
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