-73.9%
RGP vs SPY
+308.5%
-382.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.5% | -1.5% |
| 7D | +2.3% | +3.3% | -1.0% | -0.8% |
| 30D | -1.5% | -2.7% | +1.2% | +0.9% |
| 3M | -34.5% | -1.7% | -32.7% | -33.5% |
| 6M | -35.4% | +3.1% | -38.5% | -37.3% |
| YTD | -43.9% | +11.9% | -55.8% | -49.5% |
| 1Y | -36.6% | +12.0% | -48.6% | -43.0% |
| 3Y | -76.7% | +78.2% | -154.8% | -86.1% |
| 5Y | -81.8% | +73.2% | -155.0% | -88.9% |
| All | -73.9% | +308.5% | -382.4% | -93.8% |
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 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