-55.2%
GLXY vs SIMO
+94.5%
-149.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | -9.6% | -7.4% | -13.4% |
| 7D | -26.8% | -16.9% | -9.9% | -21.2% |
| 30D | -38.3% | -35.4% | -2.9% | -28.3% |
| 3M | -36.9% | -31.9% | -5.0% | -28.5% |
| 6M | -52.1% | -19.3% | -32.8% | -47.6% |
| YTD | -37.5% | +98.5% | -136.0% | -51.0% |
| 1Y | -55.2% | +100.5% | -155.7% | -65.1% |
| All | -55.2% | +94.5% | -149.6% | -65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 1y: compounded portfolio wealth divided by compounded SIMO 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…
1y analysis · Full analysis span regression · 6 months rolling