+188.6%
GGLL vs PEGA
+85.7%
+102.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.5% | +4.9% | +2.4% |
| 7D | +3.1% | -4.5% | +7.6% | +4.4% |
| 30D | -36.3% | -5.7% | -30.7% | -35.2% |
| 3M | -40.4% | +2.7% | -43.0% | -41.0% |
| 6M | -54.6% | -10.5% | -44.1% | -53.7% |
| YTD | -31.1% | -45.4% | +14.3% | -20.4% |
| 1Y | -19.2% | -44.7% | +25.5% | -7.0% |
| 3Y | +151.5% | +45.7% | +105.9% | +97.0% |
| All | +188.6% | +85.7% | +102.9% | +88.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling