-19.6%
MSFU vs GGLL
+80.0%
-99.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.3% | -1.8% | -3.8% |
| 7D | -5.7% | -4.8% | -0.9% | -5.0% |
| 30D | +4.2% | -13.7% | +17.9% | +6.3% |
| 3M | +27.9% | -21.9% | +49.8% | +31.3% |
| 6M | +37.1% | +11.7% | +25.5% | +32.0% |
| YTD | -7.4% | +2.3% | -9.7% | -10.6% |
| 1Y | -19.6% | +76.2% | -95.8% | -29.8% |
| All | -19.6% | +80.0% | -99.6% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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