This is a popular theory, but one unaccepted by the mainstream.

https://en.wikipedia.org/wiki/Great_Sphinx_of_Giza#History

I am defining 'substantially before' as 'before the Fourth Dynasty' (which was when the pyramids at Giza were built).(approx. 2600 BC)

'we believe' is tricky. If, before 2040, the Wikipedia entry for the Great Sphinx says that an earlier build date is either generally accepted or just the most likely theory, this resolves YES (as long as the Wikipedia page has stabilised).

If, on 1.1.2040, the Wikipedia page says that this question is unclear, and that an earlier build date is approximately similarly credible to alternatives, this will resolve to 50/50.

If, on 1.1.2040, the Wikipedia page says that either a concurrent (or later) build time is accepted or most likely, this question resolves NO