-87.3%
GAIA vs SPY
+74.6%
-161.9%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.3% | +2.7% | +2.8% |
| 7D | +1.6% | -0.9% | +2.5% | +2.2% |
| 30D | +3.2% | -2.4% | +5.5% | +5.0% |
| 3M | +4.8% | -1.2% | +6.0% | +5.4% |
| 6M | -44.2% | +3.3% | -47.5% | -46.0% |
| YTD | -64.2% | +12.3% | -76.5% | -67.8% |
| 1Y | -70.0% | +12.4% | -82.5% | -73.1% |
| 3Y | -46.3% | +78.8% | -125.1% | -65.4% |
| 5Y | -87.3% | +75.2% | -162.5% | -91.7% |
| All | -87.3% | +74.6% | -161.9% | -91.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling