+244.6%
GGLL vs PEGA
+49.4%
+195.2%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.4% | -2.1% |
| 7D | -4.8% | +3.3% | -8.1% | -5.4% |
| 30D | -13.7% | +17.7% | -31.4% | -16.9% |
| 3M | -21.9% | +5.8% | -27.6% | -23.3% |
| 6M | +11.7% | -20.3% | +31.9% | +16.0% |
| YTD | +2.3% | -37.1% | +39.4% | +11.4% |
| 1Y | +76.2% | -30.2% | +106.4% | +86.2% |
| All | +244.6% | +49.4% | +195.2% | +214.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling