-5.1%
WYNN vs GPC
+86.4%
-91.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.6% |
| 7D | -4.2% | -3.2% | -1.0% | -2.5% |
| 30D | -14.6% | +0.5% | -15.2% | -15.0% |
| 3M | -18.4% | +31.7% | -50.2% | -31.3% |
| 6M | -11.9% | +24.7% | -36.6% | -23.8% |
| YTD | -26.6% | +11.8% | -38.4% | -33.3% |
| 1Y | -28.5% | -3.0% | -25.6% | -29.7% |
| 3Y | -5.1% | -1.1% | -4.0% | -12.9% |
| 5Y | -10.5% | +30.5% | -41.0% | -34.7% |
| All | -5.1% | +86.4% | -91.5% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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