+818.3%
MELI vs GD
+180.8%
+637.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.5% | -4.3% | -3.5% |
| 7D | -10.3% | -1.9% | -8.5% | -9.5% |
| 30D | -21.1% | +10.9% | -32.1% | -25.0% |
| 3M | -18.3% | -6.8% | -11.6% | -15.9% |
| 6M | -8.7% | +7.0% | -15.7% | -12.3% |
| YTD | -26.0% | +11.1% | -37.1% | -30.4% |
| 1Y | -28.8% | +7.0% | -35.8% | -31.8% |
| 3Y | +8.4% | +59.9% | -51.5% | -16.5% |
| 5Y | -6.4% | +102.5% | -108.9% | -35.6% |
| 10Y | +818.3% | +174.0% | +644.3% | +455.8% |
| All | +818.3% | +180.8% | +637.5% | +455.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling