+68.0%
MELI vs GGLL
+210.8%
-142.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +1.6% |
| 7D | -1.2% | +7.7% | -8.9% | -2.8% |
| 30D | -18.9% | -30.2% | +11.3% | -13.3% |
| 3M | -18.4% | -31.3% | +12.8% | -12.6% |
| 6M | -4.5% | -52.1% | +47.6% | +9.3% |
| YTD | -26.0% | -25.9% | -0.1% | -24.7% |
| 1Y | -26.6% | -8.5% | -18.1% | -29.4% |
| 3Y | +8.2% | +165.5% | -157.3% | -31.9% |
| All | +68.0% | +210.8% | -142.8% | +1.3% |
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