-13.5%
MSFU vs GGLL
-15.6%
+2.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +4.3% | -9.0% | -5.5% |
| 7D | -12.7% | +2.9% | -15.6% | -13.1% |
| 30D | -9.0% | -33.1% | +24.1% | -3.5% |
| 3M | +2.9% | -31.2% | +34.1% | +8.5% |
| 6M | +43.5% | -49.4% | +92.9% | +54.3% |
| YTD | -2.4% | -26.8% | +24.4% | -2.4% |
| 1Y | -13.5% | -17.7% | +4.2% | -12.8% |
| All | -13.5% | -15.6% | +2.1% | -12.8% |
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