-38.1%
GLXY vs SIMO
+183.5%
-221.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.0% | -2.0% |
| 7D | -16.2% | -16.0% | -0.1% | -9.7% |
| 30D | -30.6% | -35.8% | +5.2% | -17.5% |
| 3M | -27.7% | -26.5% | -1.2% | -18.9% |
| 6M | -53.3% | -33.0% | -20.3% | -46.5% |
| YTD | -36.9% | +84.3% | -121.2% | -55.3% |
| 1Y | -55.6% | +82.0% | -137.6% | -68.2% |
| All | -38.1% | +183.5% | -221.6% | -70.2% |
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