+122.9%
MELI vs GGLL
+328.7%
-205.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.1% |
| 7D | +0.6% | -4.8% | +5.4% | +1.7% |
| 30D | +2.9% | -13.7% | +16.6% | +6.0% |
| 3M | +21.0% | -21.9% | +42.9% | +26.0% |
| 6M | +11.8% | +11.7% | +0.2% | +5.4% |
| YTD | -1.8% | +2.3% | -4.1% | -5.7% |
| 1Y | -18.2% | +76.2% | -94.4% | -32.2% |
| 3Y | +39.2% | +245.0% | -205.8% | -15.9% |
| All | +122.9% | +328.7% | -205.8% | +26.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling