-93.3%
GOAI vs SPY
+8.8%
-102.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | +2.4% | -18.8% | -18.6% |
| 7D | -41.4% | +0.1% | -41.5% | -39.8% |
| 30D | -71.0% | -3.3% | -67.7% | -69.6% |
| 3M | -71.2% | -2.4% | -68.8% | -69.8% |
| 6M | -85.8% | +2.6% | -88.3% | -86.1% |
| All | -93.3% | +8.8% | -102.1% | -93.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling