-40.1%
GLXY vs SIMO
+172.1%
-212.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.2% | +1.1% | +3.6% |
| 7D | -14.6% | -22.0% | +7.4% | -5.2% |
| 30D | -36.2% | -43.0% | +6.9% | -20.8% |
| 3M | -30.1% | -39.1% | +9.0% | -16.4% |
| 6M | -56.1% | -33.3% | -22.8% | -49.3% |
| YTD | -38.9% | +77.0% | -115.9% | -56.1% |
| 1Y | -55.0% | +73.0% | -128.0% | -67.1% |
| All | -40.1% | +172.1% | -212.2% | -70.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling