-45.8%
GAIA vs SPY
+79.4%
-125.2%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.3% | +2.7% | +2.5% |
| 7D | +1.6% | -0.9% | +2.5% | +2.4% |
| 30D | +3.2% | -2.4% | +5.5% | +5.5% |
| 3M | +4.8% | -1.2% | +6.0% | +5.6% |
| 6M | -44.2% | +3.3% | -47.5% | -46.6% |
| YTD | -64.2% | +12.3% | -76.5% | -69.0% |
| 1Y | -70.0% | +12.4% | -82.5% | -74.1% |
| All | -45.8% | +79.4% | -125.2% | -70.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling