How do I get her to understand I need my privacy when I'm depressed?

When I get depressed, I just want to be alone. I don’t want to have anything to do with anyone or anything. Usually when I’m depressed, I go on a cruise for an hour. My girlfriend just always want to be there to help me, but I don’t always want her to. She is the best thing in my life and it hits her hard when I tell her I’d like to be alone for a little while. She just doesn’t understand how important that is. She makes me feel guilty by saying that it hurts her to not let her help me or make me feel better. My condition is that the only person who can make me feel better is myself. No one can help me overcome my depression, anxiety, or anger except myself. I am the only one who is capable of doing that. What should I do to get her to understand?