+590.2%
GS vs MELI
+7,089.6%
-6,499.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.5% | +3.2% | +4.3% |
| 7D | +0.8% | -8.6% | +9.4% | +3.2% |
| 30D | +1.2% | -18.9% | +20.1% | +6.8% |
| 3M | -12.4% | -15.8% | +3.4% | -9.0% |
| 6M | -2.3% | -6.1% | +3.8% | -1.7% |
| YTD | +4.6% | -23.9% | +28.5% | +10.3% |
| 1Y | +17.5% | -27.3% | +44.8% | +25.2% |
| 3Y | +202.0% | +14.3% | +187.8% | +176.7% |
| 5Y | +152.4% | -10.4% | +162.7% | +125.8% |
| 10Y | +478.5% | +789.7% | -311.1% | +123.8% |
| All | +590.2% | +7,089.6% | -6,499.4% | -4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling