-78.8%
GAIA vs SPY
+797.0%
-875.9%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.3% | +2.7% | +2.9% |
| 7D | +1.6% | -0.9% | +2.5% | +2.2% |
| 30D | +3.2% | -2.4% | +5.5% | +4.9% |
| 3M | +4.8% | -1.2% | +6.0% | +5.4% |
| 6M | -44.2% | +3.3% | -47.5% | -45.9% |
| YTD | -64.2% | +12.3% | -76.5% | -67.6% |
| 1Y | -70.0% | +12.4% | -82.5% | -72.9% |
| 3Y | -46.3% | +78.8% | -125.1% | -66.7% |
| 5Y | -87.3% | +75.2% | -162.5% | -92.1% |
| 10Y | -84.0% | +311.1% | -395.1% | -95.1% |
| All | -78.8% | +797.0% | -875.9% | -95.9% |
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