-99.8%
GFAI vs SPY
+86.8%
-186.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.2% |
| 7D | -4.2% | -0.4% | -3.8% | -3.7% |
| 30D | +5.2% | -1.4% | +6.6% | +7.2% |
| 3M | -13.3% | +3.7% | -17.0% | -18.2% |
| 6M | -37.8% | +13.0% | -50.8% | -47.1% |
| YTD | -34.5% | +12.4% | -46.9% | -43.8% |
| 1Y | -66.8% | +18.5% | -85.3% | -73.3% |
| 3Y | -92.1% | +77.6% | -169.7% | -96.0% |
| All | -99.8% | +86.8% | -186.6% | -99.9% |
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