-12.0%
GGLL vs PEGA
-46.7%
+34.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.1% | +1.5% | +3.1% |
| 7D | +11.5% | -4.6% | +16.1% | +12.4% |
| 30D | -31.2% | -6.8% | -24.4% | -30.2% |
| 3M | -28.7% | +2.6% | -31.2% | -28.8% |
| 6M | -47.2% | -5.4% | -41.8% | -46.8% |
| YTD | -24.3% | -46.0% | +21.8% | -14.2% |
| 1Y | -12.0% | -45.6% | +33.6% | -0.8% |
| All | -12.0% | -46.7% | +34.7% | -0.8% |
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