+113.7%
MELI vs GGLL
+327.4%
-213.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.3% | -3.8% | -1.2% |
| 7D | -4.1% | -0.3% | -3.8% | -4.0% |
| 30D | +3.8% | -4.0% | +7.7% | +4.6% |
| 3M | +17.8% | -15.5% | +33.4% | +20.4% |
| 6M | +7.4% | +7.6% | -0.2% | +2.1% |
| YTD | -5.8% | +2.0% | -7.8% | -9.6% |
| 1Y | -18.9% | +63.9% | -82.8% | -31.5% |
| 3Y | +33.3% | +239.7% | -206.3% | -18.9% |
| All | +113.7% | +327.4% | -213.6% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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