+1,792.8%
RGC vs SPY
+84.5%
+1,708.3%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.4% | -6.7% | -6.9% |
| 7D | -15.0% | -0.6% | -14.4% | -14.8% |
| 30D | -28.8% | -3.7% | -25.2% | -27.6% |
| 3M | -0.9% | -2.7% | +1.8% | +0.5% |
| 6M | -82.1% | +2.2% | -84.3% | -82.2% |
| YTD | -75.1% | +10.8% | -85.9% | -76.0% |
| 1Y | -62.2% | +11.2% | -73.4% | -63.6% |
| 3Y | +1,233.8% | +76.5% | +1,157.3% | +947.6% |
| 5Y | +819.7% | +72.9% | +746.7% | +804.9% |
| All | +1,792.8% | +84.5% | +1,708.3% | +1,186.3% |
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