+140.0%
GLD vs MELI
-1.3%
+141.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.5% | +1.0% |
| 7D | +0.1% | -6.5% | +6.6% | +0.3% |
| 30D | +0.2% | +2.8% | -2.6% | +0.1% |
| 3M | +3.2% | +14.3% | -11.1% | +2.8% |
| 6M | -14.6% | +6.0% | -20.7% | -14.9% |
| YTD | +1.8% | -6.8% | +8.6% | +1.7% |
| 1Y | +20.7% | -20.9% | +41.7% | +20.9% |
| 3Y | +126.5% | +31.4% | +95.1% | +123.7% |
| 5Y | +140.0% | -0.4% | +140.4% | +135.8% |
| All | +140.0% | -1.3% | +141.4% | +135.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MELI.
Daily Out/Under-Performance
Portfolio return minus MELI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MELI 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 MELI 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