-12.2%
GGLL vs PEGA
-44.4%
+32.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | 0.0% | +6.5% | +6.5% |
| 7D | -23.1% | -2.9% | -20.3% | -22.5% |
| 30D | -32.9% | -0.5% | -32.4% | -32.7% |
| 3M | -44.9% | +8.5% | -53.4% | -45.6% |
| 6M | -49.5% | -6.3% | -43.3% | -49.1% |
| YTD | -28.9% | -42.2% | +13.3% | -20.3% |
| 1Y | -12.2% | -43.4% | +31.2% | +2.2% |
| All | -12.2% | -44.4% | +32.2% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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