+30.2%
MSFU vs GGLL
+245.5%
-215.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.3% | -1.8% | -3.5% |
| 7D | -5.7% | -4.8% | -0.9% | -4.3% |
| 30D | +4.2% | -13.7% | +17.9% | +8.7% |
| 3M | +27.9% | -21.9% | +49.8% | +36.2% |
| 6M | +37.1% | +11.7% | +25.5% | +26.7% |
| YTD | -7.4% | +2.3% | -9.7% | -12.6% |
| 1Y | -19.6% | +76.2% | -95.8% | -39.8% |
| All | +30.2% | +245.5% | -215.4% | -33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling