+106.7%
GLDM vs PEGA
+48.6%
+58.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +0.8% |
| 7D | +1.9% | -1.6% | +3.5% | +1.9% |
| 30D | -1.7% | -3.0% | +1.3% | -1.7% |
| 3M | -3.5% | +5.8% | -9.3% | -3.5% |
| 6M | -10.1% | -8.8% | -1.2% | -10.1% |
| YTD | -5.0% | -43.5% | +38.5% | -5.2% |
| 1Y | +2.8% | -43.4% | +46.2% | +2.6% |
| All | +106.7% | +48.6% | +58.1% | +98.1% |
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 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