+225.3%
GLDM vs PEGA
+16.1%
+209.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.9% | +5.8% | +1.9% |
| 7D | +5.0% | -10.0% | +14.9% | +5.1% |
| 30D | -1.3% | -12.7% | +11.4% | -1.2% |
| 3M | -4.7% | -4.6% | -0.1% | -4.7% |
| 6M | -12.4% | -13.1% | +0.7% | -12.3% |
| YTD | -4.1% | -47.6% | +43.5% | -3.5% |
| 1Y | +3.3% | -47.0% | +50.4% | +3.9% |
| 3Y | +110.9% | +42.0% | +68.9% | +107.2% |
| 5Y | +124.8% | -47.8% | +172.6% | +122.7% |
| All | +225.3% | +16.1% | +209.3% | +225.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling