-68.3%
GFAI vs SPY
+18.1%
-86.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -2.2% |
| 7D | -6.2% | -0.8% | -5.5% | -4.4% |
| 30D | +4.0% | -1.1% | +5.1% | +6.6% |
| 3M | -19.8% | +3.9% | -23.6% | -28.2% |
| 6M | -36.4% | +13.6% | -50.0% | -53.6% |
| YTD | -35.2% | +12.7% | -47.9% | -51.9% |
| 1Y | -68.3% | +17.5% | -85.8% | -78.3% |
| All | -68.3% | +18.1% | -86.5% | -78.3% |
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