-73.3%
GWH vs SPY
+20.8%
-94.1%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.9% |
| 7D | -2.2% | +0.1% | -2.3% | -2.3% |
| 30D | -53.1% | +0.1% | -53.1% | -52.9% |
| 3M | -66.1% | +2.0% | -68.1% | -66.5% |
| 6M | -76.2% | +13.0% | -89.2% | -77.6% |
| YTD | -81.8% | +13.5% | -95.3% | -82.7% |
| 1Y | -73.3% | +20.0% | -93.2% | -74.9% |
| All | -73.3% | +20.8% | -94.1% | -74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1y: compounded portfolio wealth divided by compounded SPY 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…
1y analysis · Full analysis span regression · 6 months rolling