+413.7%
MELI vs GLDM
+225.0%
+188.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +1.1% |
| 7D | -8.6% | +5.0% | -13.6% | -9.5% |
| 30D | -18.9% | -1.3% | -17.6% | -18.7% |
| 3M | -15.8% | -4.7% | -11.1% | -15.1% |
| 6M | -6.1% | -12.4% | +6.3% | -3.7% |
| YTD | -23.9% | -4.1% | -19.9% | -23.5% |
| 1Y | -27.3% | +3.3% | -30.7% | -28.0% |
| 3Y | +14.3% | +110.9% | -96.7% | -8.4% |
| 5Y | -10.4% | +124.8% | -135.1% | -31.6% |
| All | +413.7% | +225.0% | +188.7% | +296.8% |
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