+545.6%
MELI vs GLDM
+242.2%
+303.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -2.3% |
| 7D | -1.9% | +0.7% | -2.6% | -2.0% |
| 30D | +5.8% | +0.3% | +5.5% | +5.7% |
| 3M | +19.5% | +0.7% | +18.8% | +19.2% |
| 6M | +7.7% | -15.4% | +23.2% | +11.1% |
| YTD | -4.4% | +1.0% | -5.4% | -4.7% |
| 1Y | -17.9% | +19.7% | -37.7% | -21.4% |
| 3Y | +34.9% | +126.5% | -91.6% | +6.3% |
| 5Y | +1.1% | +142.5% | -141.4% | -24.3% |
| All | +545.6% | +242.2% | +303.5% | +393.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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