+961.1%
MELI vs GME
+285.6%
+675.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.7% | -4.2% | -0.6% |
| 7D | -4.1% | +10.4% | -14.5% | -4.5% |
| 30D | +3.8% | +14.1% | -10.3% | +3.2% |
| 3M | +17.8% | -4.6% | +22.5% | +18.0% |
| 6M | +7.4% | -13.5% | +21.0% | +8.0% |
| YTD | -5.8% | +5.3% | -11.1% | -6.1% |
| 1Y | -18.9% | -14.9% | -4.0% | -18.5% |
| 3Y | +33.3% | +24.3% | +9.1% | +25.2% |
| 5Y | +2.7% | -55.6% | +58.3% | -2.1% |
| All | +961.1% | +285.6% | +675.5% | +677.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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