+406.1%
MELI vs GLDM
+219.1%
+187.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.2% |
| 7D | -7.1% | +4.7% | -11.7% | -8.0% |
| 30D | -19.4% | -0.9% | -18.5% | -19.3% |
| 3M | -17.5% | -4.3% | -13.2% | -16.8% |
| 6M | -18.0% | -13.4% | -4.6% | -15.7% |
| YTD | -25.0% | -5.8% | -19.2% | -24.3% |
| 1Y | -29.1% | +2.1% | -31.1% | -29.5% |
| 3Y | +9.8% | +105.0% | -95.2% | -11.3% |
| 5Y | -7.3% | +122.5% | -129.8% | -29.2% |
| All | +406.1% | +219.1% | +187.0% | +292.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling