+37.3%
GS vs MELI
-20.1%
+57.4%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.8% | -0.3% |
| 7D | +2.4% | -6.5% | +8.9% | +3.5% |
| 30D | -0.1% | +2.8% | -2.9% | -0.7% |
| 3M | +0.2% | +14.3% | -14.2% | -2.4% |
| 6M | +24.8% | +6.0% | +18.8% | +22.3% |
| YTD | +18.8% | -6.8% | +25.6% | +18.9% |
| 1Y | +37.3% | -20.9% | +58.3% | +39.5% |
| All | +37.3% | -20.1% | +57.4% | +39.5% |
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