+399.9%
MELI vs GLDM
+204.4%
+195.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -1.2% | -4.6% | +3.4% | -0.2% |
| 30D | -18.9% | -5.5% | -13.4% | -17.9% |
| 3M | -18.4% | -10.9% | -7.6% | -16.5% |
| 6M | -4.5% | -17.3% | +12.8% | -0.9% |
| YTD | -26.0% | -10.2% | -15.8% | -24.4% |
| 1Y | -26.6% | -6.9% | -19.6% | -25.6% |
| 3Y | +8.2% | +98.7% | -90.4% | -12.2% |
| 5Y | -6.6% | +106.7% | -113.4% | -27.3% |
| All | +399.9% | +204.4% | +195.5% | +291.7% |
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