+802.1%
RGC vs SPY
+67.4%
+734.7%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -21.5% | -2.7% | -18.8% | -20.9% |
| 30D | -25.9% | -5.4% | -20.5% | -24.8% |
| 3M | -3.5% | -4.1% | +0.6% | -2.3% |
| 6M | -80.9% | +0.7% | -81.6% | -80.9% |
| YTD | -74.9% | +8.7% | -83.6% | -75.3% |
| 1Y | -60.3% | +10.9% | -71.1% | -60.9% |
| 3Y | +1,281.1% | +75.0% | +1,206.1% | +1,162.1% |
| All | +802.1% | +67.4% | +734.7% | +895.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling