+121.8%
GLDM vs PEGA
-45.3%
+167.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | -0.8% |
| 7D | +4.7% | -4.5% | +9.2% | +4.7% |
| 30D | -0.9% | -5.7% | +4.8% | -0.8% |
| 3M | -4.3% | +2.6% | -6.9% | -4.3% |
| 6M | -13.4% | -10.6% | -2.8% | -13.4% |
| YTD | -5.8% | -45.5% | +39.7% | -5.6% |
| 1Y | +2.1% | -44.8% | +46.8% | +2.3% |
| 3Y | +105.0% | +45.5% | +59.5% | +101.8% |
| All | +121.8% | -45.3% | +167.1% | +111.5% |
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