+1,807.2%
RGC vs SPY
+80.9%
+1,726.4%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -21.5% | -2.7% | -18.8% | -20.6% |
| 30D | -25.9% | -5.4% | -20.5% | -24.1% |
| 3M | -3.5% | -4.1% | +0.6% | -1.5% |
| 6M | -80.9% | +0.7% | -81.6% | -80.9% |
| YTD | -74.9% | +8.7% | -83.6% | -75.6% |
| 1Y | -60.3% | +10.9% | -71.1% | -61.6% |
| 3Y | +1,281.1% | +75.0% | +1,206.1% | +985.3% |
| 5Y | +887.0% | +67.8% | +819.2% | +952.0% |
| All | +1,807.2% | +80.9% | +1,726.4% | +1,206.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling