-74.0%
GAIA vs SPY
+807.0%
-881.0%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.4% | -4.4% | -4.4% |
| 7D | +3.2% | +0.1% | +3.1% | +3.2% |
| 30D | -15.8% | +0.1% | -15.8% | -15.6% |
| 3M | -33.9% | +2.0% | -35.9% | -34.9% |
| 6M | -52.0% | +13.0% | -65.0% | -56.7% |
| YTD | -55.9% | +13.5% | -69.5% | -60.3% |
| 1Y | -71.7% | +20.0% | -91.7% | -75.7% |
| 3Y | -34.2% | +77.2% | -111.3% | -58.8% |
| 5Y | -83.7% | +81.9% | -165.6% | -90.1% |
| 10Y | -78.9% | +314.1% | -392.9% | -93.6% |
| All | -74.0% | +807.0% | -881.0% | -94.9% |
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