-98.4%
GXAI vs SPY
+96.3%
-194.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -0.6% |
| 7D | -3.1% | +0.1% | -3.2% | -3.2% |
| 30D | -12.2% | +0.1% | -12.3% | -12.0% |
| 3M | -45.3% | +2.0% | -47.3% | -46.3% |
| 6M | -39.1% | +13.0% | -52.1% | -46.6% |
| YTD | -29.4% | +13.5% | -43.0% | -38.8% |
| 1Y | -51.6% | +20.0% | -71.6% | -60.1% |
| 3Y | -85.1% | +77.2% | -162.2% | -90.9% |
| All | -98.4% | +96.3% | -194.7% | -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 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