+328.7%
GGLL vs PEGA
+113.9%
+214.7%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.4% | -2.1% |
| 7D | -4.8% | +3.3% | -8.1% | -5.6% |
| 30D | -13.7% | +17.7% | -31.4% | -17.7% |
| 3M | -21.9% | +5.8% | -27.6% | -23.7% |
| 6M | +11.7% | -20.3% | +31.9% | +17.2% |
| YTD | +2.3% | -37.1% | +39.4% | +13.8% |
| 1Y | +76.2% | -30.2% | +106.4% | +88.5% |
| 3Y | +245.0% | +48.1% | +196.9% | +174.2% |
| All | +328.7% | +113.9% | +214.7% | +170.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling