+691.1%
GS vs MELI
+9,180.3%
-8,489.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | +0.9% | +0.6% | +0.3% | +0.7% |
| 30D | -1.6% | +2.9% | -4.5% | -2.6% |
| 3M | -4.5% | +21.0% | -25.5% | -9.7% |
| 6M | +20.9% | +11.8% | +9.0% | +16.1% |
| YTD | +19.9% | -1.8% | +21.7% | +18.7% |
| 1Y | +41.4% | -18.2% | +59.6% | +46.0% |
| 3Y | +239.2% | +39.2% | +200.0% | +195.9% |
| 5Y | +185.0% | +1.7% | +183.4% | +147.5% |
| 10Y | +655.0% | +967.1% | -312.1% | +180.0% |
| All | +691.1% | +9,180.3% | -8,489.2% | +2.6% |
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