-99.8%
GWH vs SPY
+121.0%
-220.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +2.1% |
| 7D | -2.3% | +0.1% | -2.4% | -2.5% |
| 30D | -53.1% | +0.1% | -53.1% | -52.8% |
| 3M | -66.1% | +2.0% | -68.1% | -66.8% |
| 6M | -76.3% | +13.0% | -89.3% | -80.2% |
| YTD | -81.8% | +13.5% | -95.4% | -84.8% |
| 1Y | -73.3% | +20.0% | -93.2% | -79.8% |
| 3Y | -98.5% | +77.2% | -175.7% | -99.4% |
| 5Y | -99.8% | +81.9% | -181.6% | -99.9% |
| All | -99.8% | +121.0% | -220.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling