+1,687.8%
RGC vs SPY
+85.6%
+1,602.2%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.4% |
| 7D | -6.3% | +2.6% | -8.9% | -7.2% |
| 30D | -39.1% | -2.0% | -37.1% | -38.5% |
| 3M | -5.7% | -2.8% | -2.9% | -4.4% |
| 6M | -81.9% | +2.1% | -84.1% | -82.0% |
| YTD | -76.5% | +11.5% | -88.0% | -77.4% |
| 1Y | -62.0% | +13.5% | -75.5% | -63.6% |
| 3Y | +1,159.9% | +77.7% | +1,082.2% | +886.6% |
| 5Y | +646.7% | +72.6% | +574.1% | +671.1% |
| All | +1,687.8% | +85.6% | +1,602.2% | +1,112.2% |
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 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