-36.4%
GLXY vs SIMO
+188.5%
-224.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +5.7% | +0.5% | +3.9% |
| 7D | -0.5% | -8.2% | +7.6% | +3.7% |
| 30D | -28.6% | -34.6% | +6.0% | -15.7% |
| 3M | -28.1% | -32.6% | +4.6% | -17.1% |
| 6M | -52.0% | -31.8% | -20.2% | -45.4% |
| YTD | -35.1% | +87.6% | -122.7% | -54.4% |
| 1Y | -54.0% | +86.7% | -140.7% | -67.5% |
| All | -36.4% | +188.5% | -224.9% | -69.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling