-59.5%
RGP vs SPY
+312.5%
-372.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.5% |
| 7D | -11.8% | -0.4% | -11.5% | -11.6% |
| 30D | -6.4% | -1.4% | -5.0% | -5.2% |
| 3M | -16.2% | +3.7% | -19.9% | -18.9% |
| 6M | +10.0% | +13.0% | -3.0% | -2.0% |
| YTD | -19.3% | +12.4% | -31.7% | -27.6% |
| 1Y | -18.4% | +18.5% | -36.9% | -30.4% |
| 3Y | -68.7% | +77.6% | -146.4% | -81.4% |
| 5Y | -68.2% | +81.7% | -149.9% | -81.6% |
| 10Y | -59.5% | +319.7% | -379.2% | -91.0% |
| All | -59.5% | +312.5% | -372.1% | -91.0% |
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