-19.2%
GGLL vs PEGA
-45.2%
+26.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.5% | +4.9% | +2.1% |
| 7D | +3.1% | -4.5% | +7.6% | +4.0% |
| 30D | -36.3% | -5.7% | -30.7% | -35.5% |
| 3M | -40.4% | +2.6% | -42.9% | -40.5% |
| 6M | -54.6% | -10.6% | -44.0% | -53.8% |
| YTD | -31.1% | -45.5% | +14.3% | -21.1% |
| 1Y | -19.2% | -44.8% | +25.6% | -8.2% |
| All | -19.2% | -45.2% | +26.0% | -8.2% |
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