+1,939.3%
RGC vs SPY
+86.0%
+1,853.4%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -3.4% |
| 7D | -13.0% | -2.0% | -11.1% | -12.3% |
| 30D | +12.3% | -1.7% | +13.9% | +13.1% |
| 3M | -72.4% | +4.7% | -77.2% | -72.9% |
| 6M | -77.0% | +12.5% | -89.5% | -78.1% |
| YTD | -73.2% | +11.7% | -84.9% | -74.3% |
| 1Y | -57.7% | +17.5% | -75.1% | -59.9% |
| 3Y | +1,338.1% | +76.6% | +1,261.5% | +1,025.1% |
| 5Y | +713.3% | +82.0% | +631.2% | +516.3% |
| All | +1,939.3% | +86.0% | +1,853.4% | +1,278.6% |
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