+961.1%
MELI vs GFI
+1,066.8%
-105.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.4% |
| 7D | -4.1% | -4.9% | +0.8% | -3.7% |
| 30D | +3.8% | +10.7% | -7.0% | +2.9% |
| 3M | +17.8% | +25.6% | -7.8% | +15.4% |
| 6M | +7.4% | -8.3% | +15.7% | +7.5% |
| YTD | -5.8% | +6.3% | -12.1% | -7.2% |
| 1Y | -18.9% | +22.1% | -40.9% | -21.3% |
| 3Y | +33.3% | +289.2% | -255.8% | +14.3% |
| 5Y | +2.7% | +531.7% | -529.0% | -17.3% |
| All | +961.1% | +1,066.8% | -105.7% | +778.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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