+33.3%
MELI vs GFS
-19.7%
+53.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.6% | -0.7% |
| 7D | -4.1% | +3.8% | -7.9% | -4.6% |
| 30D | +3.8% | -11.7% | +15.5% | +5.3% |
| 3M | +17.8% | -41.8% | +59.6% | +25.9% |
| 6M | +7.4% | +6.6% | +0.8% | +0.1% |
| YTD | -5.8% | +34.6% | -40.4% | -17.3% |
| 1Y | -18.9% | +46.2% | -65.0% | -30.0% |
| 3Y | +33.3% | -20.3% | +53.7% | +24.4% |
| All | +33.3% | -19.7% | +53.1% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 3y: compounded portfolio wealth divided by compounded GFS 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…
3y analysis · Full analysis span regression · 6 months rolling