+33.3%
MELI vs GIS
-37.5%
+70.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | -4.1% | -6.4% | +2.3% | -4.0% |
| 30D | +3.8% | -6.1% | +9.9% | +3.9% |
| 3M | +17.8% | +7.8% | +10.0% | +18.4% |
| 6M | +7.4% | -8.8% | +16.2% | +6.4% |
| YTD | -5.8% | -19.1% | +13.3% | -7.7% |
| 1Y | -18.9% | -24.8% | +5.9% | -21.0% |
| 3Y | +33.3% | -37.6% | +70.9% | +30.0% |
| All | +33.3% | -37.5% | +70.8% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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