-9.8%
RGP vs SPY
+813.7%
-823.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.4% | -4.3% | -4.3% |
| 7D | -3.4% | +0.1% | -3.5% | -3.5% |
| 30D | -7.8% | +0.1% | -7.8% | -7.8% |
| 3M | -8.2% | +2.0% | -10.2% | -10.1% |
| 6M | +11.2% | +13.0% | -1.8% | -2.0% |
| YTD | -15.7% | +13.5% | -29.3% | -26.0% |
| 1Y | -15.0% | +20.0% | -34.9% | -29.5% |
| 3Y | -69.4% | +77.2% | -146.5% | -82.8% |
| 5Y | -67.6% | +81.9% | -149.5% | -82.5% |
| 10Y | -60.0% | +314.1% | -374.1% | -91.0% |
| All | -9.8% | +813.7% | -823.5% | -91.3% |
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