+33.3%
MELI vs GTLB
-10.9%
+44.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | -4.1% | -5.7% | +1.6% | -3.1% |
| 30D | +3.8% | +15.1% | -11.4% | +1.1% |
| 3M | +17.8% | +65.5% | -47.6% | +7.7% |
| 6M | +7.4% | +102.9% | -95.5% | -5.9% |
| YTD | -5.8% | +25.2% | -31.0% | -10.9% |
| 1Y | -18.9% | -5.5% | -13.3% | -20.0% |
| 3Y | +33.3% | -10.9% | +44.2% | +23.6% |
| All | +33.3% | -10.9% | +44.2% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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