+210.8%
GGLL vs PEGA
+85.9%
+124.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.3% | -2.4% |
| 7D | +7.7% | +0.1% | +7.6% | +7.6% |
| 30D | -30.2% | -4.1% | -26.1% | -29.4% |
| 3M | -31.3% | -2.8% | -28.4% | -30.9% |
| 6M | -52.1% | -0.4% | -51.6% | -52.6% |
| YTD | -25.9% | -45.4% | +19.5% | -14.4% |
| 1Y | -8.5% | -42.6% | +34.2% | +4.0% |
| 3Y | +165.5% | +45.4% | +120.1% | +108.1% |
| All | +210.8% | +85.9% | +124.9% | +103.3% |
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