+9.8%
MELI vs GLDM
+104.2%
-94.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.2% |
| 7D | -7.1% | +4.7% | -11.7% | -7.6% |
| 30D | -19.4% | -0.9% | -18.5% | -19.3% |
| 3M | -17.5% | -4.3% | -13.2% | -17.2% |
| 6M | -18.0% | -13.4% | -4.6% | -16.9% |
| YTD | -25.0% | -5.8% | -19.2% | -23.2% |
| 1Y | -29.1% | +2.1% | -31.1% | -27.0% |
| 3Y | +9.8% | +105.0% | -95.2% | +2.4% |
| All | +9.8% | +104.2% | -94.4% | +2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling