+195.8%
GGLL vs PEGA
+78.4%
+117.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.9% | +6.4% | +3.6% |
| 7D | +6.3% | -10.0% | +16.3% | +9.4% |
| 30D | -35.1% | -12.7% | -22.4% | -32.6% |
| 3M | -37.7% | -4.6% | -33.1% | -37.0% |
| 6M | -54.1% | -13.1% | -41.0% | -52.9% |
| YTD | -29.4% | -47.6% | +18.2% | -17.6% |
| 1Y | -13.4% | -47.0% | +33.6% | +0.8% |
| 3Y | +158.3% | +42.0% | +116.3% | +103.2% |
| All | +195.8% | +78.4% | +117.4% | +95.7% |
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