+194.0%
GGLL vs PEGA
+80.7%
+113.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -1.0% |
| 7D | +5.1% | -8.2% | +13.3% | +7.5% |
| 30D | -35.5% | -11.6% | -23.9% | -33.2% |
| 3M | -39.2% | -4.2% | -35.0% | -38.6% |
| 6M | -54.4% | -12.0% | -42.4% | -53.3% |
| YTD | -29.8% | -46.9% | +17.1% | -18.3% |
| 1Y | -20.4% | -47.0% | +26.6% | -7.4% |
| 3Y | +149.7% | +40.9% | +108.9% | +97.5% |
| All | +194.0% | +80.7% | +113.3% | +93.8% |
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 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