-33.4%
GLXY vs SIMO
+201.1%
-234.5%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.3% | -2.7% | -4.0% |
| 7D | +16.9% | +14.9% | +2.1% | +10.8% |
| 30D | -23.0% | -27.0% | +4.0% | -12.4% |
| 3M | -28.0% | -25.4% | -2.6% | -19.7% |
| 6M | -51.6% | -30.3% | -21.4% | -45.5% |
| YTD | -32.1% | +95.8% | -127.9% | -53.0% |
| 1Y | -51.5% | +100.0% | -151.5% | -66.8% |
| All | -33.4% | +201.1% | -234.5% | -68.6% |
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