+16.4%
GS vs MELI
-29.9%
+46.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.2% | +0.9% |
| 7D | +1.6% | -10.3% | +11.9% | +3.7% |
| 30D | +1.7% | -21.1% | +22.8% | +5.5% |
| 3M | -11.6% | -18.3% | +6.7% | -8.8% |
| 6M | -1.9% | -8.7% | +6.8% | -1.0% |
| YTD | +5.1% | -26.0% | +31.1% | +9.1% |
| 1Y | +16.4% | -28.8% | +45.2% | +21.6% |
| All | +16.4% | -29.9% | +46.4% | +21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling