-74.1%
RGP vs SPY
+307.0%
-381.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.4% |
| 7D | +0.4% | +2.6% | -2.2% | -2.0% |
| 30D | -2.2% | -2.0% | -0.2% | -0.5% |
| 3M | -35.7% | -2.8% | -32.9% | -34.1% |
| 6M | -36.5% | +2.1% | -38.6% | -37.8% |
| YTD | -44.3% | +11.5% | -55.8% | -49.7% |
| 1Y | -38.7% | +13.5% | -52.2% | -45.5% |
| 3Y | -76.9% | +77.7% | -154.6% | -86.2% |
| 5Y | -81.9% | +72.6% | -154.5% | -89.0% |
| All | -74.1% | +307.0% | -381.1% | -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