+31.9%
MELI vs GGLL
+226.0%
-194.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.5% | +1.9% | -1.9% |
| 7D | -6.5% | -3.9% | -2.6% | -5.9% |
| 30D | +2.8% | -15.4% | +18.2% | +5.4% |
| 3M | +14.3% | -21.9% | +36.2% | +17.8% |
| 6M | +6.0% | +4.5% | +1.5% | +2.7% |
| YTD | -6.8% | -2.4% | -4.4% | -8.9% |
| 1Y | -20.9% | +57.8% | -78.7% | -29.1% |
| All | +31.9% | +226.0% | -194.1% | -6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling