+58.5%
WYNN vs GGLL
+328.4%
-269.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | +1.8% | +1.9% | -0.1% | +1.5% |
| 30D | -9.8% | -9.7% | -0.1% | -8.6% |
| 3M | -11.8% | -18.0% | +6.2% | -10.2% |
| 6M | -8.8% | +15.3% | -24.0% | -13.2% |
| YTD | -22.8% | +2.2% | -25.0% | -25.3% |
| 1Y | -24.1% | +73.1% | -97.2% | -33.7% |
| 3Y | +0.4% | +242.7% | -242.3% | -27.1% |
| All | +58.5% | +328.4% | -269.9% | +8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling