+559.5%
GS vs MELI
+6,983.2%
-6,423.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +1.0% | 0.0% |
| 7D | -3.2% | -7.1% | +3.8% | -1.4% |
| 30D | -2.4% | -19.4% | +17.0% | +3.1% |
| 3M | -15.7% | -17.5% | +1.7% | -12.0% |
| 6M | -6.8% | -18.0% | +11.2% | -3.1% |
| YTD | -0.1% | -25.0% | +25.0% | +5.8% |
| 1Y | +12.1% | -29.1% | +41.1% | +20.2% |
| 3Y | +185.8% | +9.8% | +175.9% | +164.5% |
| 5Y | +140.1% | -7.3% | +147.4% | +112.7% |
| 10Y | +505.2% | +807.8% | -302.5% | +132.4% |
| All | +559.5% | +6,983.2% | -6,423.8% | -8.5% |
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 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