-99.7%
GWH vs SPY
+81.8%
-181.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | -0.5% | +14.0% | +14.4% |
| 7D | +14.1% | +0.5% | +13.6% | +12.9% |
| 30D | -39.8% | -0.9% | -38.8% | -38.3% |
| 3M | -54.7% | +3.9% | -58.6% | -57.2% |
| 6M | -70.2% | +14.5% | -84.7% | -76.0% |
| YTD | -79.4% | +12.9% | -92.3% | -82.8% |
| 1Y | -71.0% | +19.4% | -90.4% | -78.4% |
| 3Y | -98.3% | +78.5% | -176.7% | -99.4% |
| 5Y | -99.7% | +81.8% | -181.5% | -99.9% |
| All | -99.7% | +81.8% | -181.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling