-81.3%
GAIA vs SPY
+318.9%
-400.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.5% |
| 7D | -13.1% | -2.0% | -11.1% | -11.4% |
| 30D | +17.7% | -1.7% | +19.4% | +19.8% |
| 3M | -44.7% | +4.7% | -49.4% | -46.8% |
| 6M | -52.3% | +12.5% | -64.8% | -57.1% |
| YTD | -59.8% | +11.7% | -71.5% | -63.5% |
| 1Y | -75.0% | +17.5% | -92.4% | -78.2% |
| 3Y | -40.9% | +76.6% | -117.5% | -63.4% |
| 5Y | -85.0% | +82.0% | -167.0% | -91.0% |
| All | -81.3% | +318.9% | -400.2% | -94.7% |
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