+124.7%
MELI vs GEHC
+4.1%
+120.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.4% | -0.2% | -2.0% |
| 7D | -6.5% | -7.6% | +1.1% | -4.7% |
| 30D | +2.8% | -10.7% | +13.5% | +5.6% |
| 3M | +14.3% | -1.2% | +15.5% | +14.4% |
| 6M | +6.0% | -13.7% | +19.8% | +9.2% |
| YTD | -6.8% | -20.4% | +13.6% | -2.4% |
| 1Y | -20.9% | -17.0% | -3.9% | -18.2% |
| 3Y | +31.4% | +0.9% | +30.4% | +23.5% |
| All | +124.7% | +4.1% | +120.6% | +116.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling