+240.4%
GS vs MELI
+34.1%
+206.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +0.4% |
| 7D | +3.4% | -1.9% | +5.3% | +3.8% |
| 30D | +0.2% | +5.8% | -5.6% | -1.3% |
| 3M | -0.3% | +19.5% | -19.8% | -4.6% |
| 6M | +27.4% | +7.7% | +19.6% | +24.1% |
| YTD | +19.6% | -4.4% | +24.0% | +19.5% |
| 1Y | +42.5% | -17.9% | +60.4% | +46.7% |
| 3Y | +240.4% | +34.9% | +205.6% | +208.5% |
| All | +240.4% | +34.1% | +206.3% | +208.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling