+23.7%
MELI vs GFS
-2.1%
+25.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.5% | -3.2% |
| 7D | -6.5% | +4.5% | -11.0% | -7.8% |
| 30D | +2.8% | -8.2% | +11.0% | +5.1% |
| 3M | +14.3% | -38.9% | +53.2% | +30.1% |
| 6M | +6.0% | -2.9% | +8.9% | -1.8% |
| YTD | -6.8% | +31.8% | -38.6% | -24.8% |
| 1Y | -20.9% | +43.1% | -64.1% | -38.6% |
| 3Y | +31.4% | -20.6% | +52.0% | +22.2% |
| All | +23.7% | -2.1% | +25.8% | +0.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling