-100.0%
GWH vs SPY
+115.7%
-215.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.2% | -0.4% | +22.6% | +22.8% |
| 7D | +3.8% | -0.6% | +4.4% | +4.5% |
| 30D | -49.1% | -3.7% | -45.4% | -46.5% |
| 3M | -90.5% | -2.7% | -87.8% | -90.1% |
| 6M | -92.9% | +2.2% | -95.1% | -93.2% |
| YTD | -97.1% | +10.8% | -107.9% | -97.5% |
| 1Y | -98.7% | +11.2% | -110.0% | -98.9% |
| 3Y | -99.7% | +76.5% | -176.2% | -99.9% |
| 5Y | -100.0% | +72.9% | -172.9% | -100.0% |
| All | -100.0% | +115.7% | -215.7% | -100.0% |
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