-98.5%
GXAI vs SPY
+95.2%
-193.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | +0.3% |
| 7D | -5.6% | +0.5% | -6.2% | -6.2% |
| 30D | -11.4% | -0.9% | -10.5% | -10.2% |
| 3M | -41.2% | +3.9% | -45.1% | -43.3% |
| 6M | -53.5% | +14.5% | -68.0% | -59.8% |
| YTD | -29.6% | +12.9% | -42.5% | -38.6% |
| 1Y | -48.4% | +19.4% | -67.8% | -57.2% |
| 3Y | -84.4% | +78.5% | -162.9% | -90.7% |
| All | -98.5% | +95.2% | -193.7% | -99.2% |
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