+127.2%
MELI vs GEHC
+2.1%
+125.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -4.1% | -7.2% | +3.1% | -2.4% |
| 30D | +3.8% | -11.6% | +15.3% | +6.8% |
| 3M | +17.8% | -0.8% | +18.7% | +17.7% |
| 6M | +7.4% | -11.9% | +19.3% | +10.1% |
| YTD | -5.8% | -21.9% | +16.1% | -0.9% |
| 1Y | -18.9% | -17.8% | -1.0% | -15.8% |
| 3Y | +33.3% | -3.5% | +36.9% | +26.9% |
| All | +127.2% | +2.1% | +125.1% | +120.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 5y: compounded portfolio wealth divided by compounded GEHC 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…
5y analysis · Full analysis span regression · 6 months rolling