+34.0%
MELI vs GPC
-1.9%
+35.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.7% |
| 7D | -4.3% | -1.8% | -2.5% | -3.9% |
| 30D | -1.7% | +0.1% | -1.8% | -1.7% |
| 3M | +20.0% | +37.4% | -17.3% | +12.7% |
| 6M | +9.4% | +25.4% | -16.0% | +4.2% |
| YTD | -5.4% | +12.2% | -17.5% | -8.9% |
| 1Y | -18.8% | -0.3% | -18.5% | -20.4% |
| All | +34.0% | -1.9% | +35.8% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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