-99.7%
GWH vs SPY
+118.8%
-218.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.9% | -1.6% |
| 7D | +16.6% | -0.4% | +17.0% | +17.2% |
| 30D | -34.9% | -1.4% | -33.5% | -32.9% |
| 3M | -54.9% | +3.7% | -58.6% | -57.1% |
| 6M | -70.8% | +13.0% | -83.8% | -75.7% |
| YTD | -79.8% | +12.4% | -92.2% | -82.9% |
| 1Y | -72.1% | +18.5% | -90.7% | -78.5% |
| 3Y | -98.3% | +77.6% | -176.0% | -99.3% |
| 5Y | -99.7% | +81.7% | -181.4% | -99.9% |
| All | -99.7% | +118.8% | -218.5% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling