Define $g(x) : = - x^2 / 2$. From result
R5265: Slope function for real monomial function of one variable, we know that $g'(x) = - x$.
Using results
we now have
\begin{equation}
\begin{split}
\frac{d f(x)}{d x}
& = \frac{1}{\sqrt{2 \pi}} \frac{d \exp(g(x))}{d g(x)} \frac{d g(x)}{d x} \\
& = \frac{1}{\sqrt{2 \pi}} \exp(g(x)) \frac{d g(x)}{d x} \\
& = f(x) \frac{d g(x)}{d x} \\
& = - x f(x) \\
\end{split}
\end{equation}
$\square$