-77.5%
GFAI vs SPY
+14.6%
-92.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | -2.8% |
| 7D | -4.5% | -0.7% | -3.8% | -2.7% |
| 30D | -35.4% | -1.0% | -34.3% | -33.7% |
| 3M | -45.4% | -0.3% | -45.1% | -45.1% |
| 6M | -65.5% | +7.3% | -72.9% | -70.8% |
| YTD | -65.9% | +13.3% | -79.2% | -74.8% |
| 1Y | -77.5% | +14.8% | -92.3% | -83.9% |
| All | -77.5% | +14.6% | -92.2% | -83.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling