+25.1%
MELI vs GTLB
-49.8%
+74.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.5% | +1.0% |
| 7D | -4.3% | -4.1% | -0.2% | -3.2% |
| 30D | -1.7% | +12.3% | -14.1% | -5.2% |
| 3M | +20.0% | +65.9% | -45.9% | +3.2% |
| 6M | +9.4% | +104.0% | -94.5% | -12.6% |
| YTD | -5.4% | +26.0% | -31.4% | -14.1% |
| 1Y | -18.8% | -3.5% | -15.4% | -21.2% |
| 3Y | +33.5% | -9.6% | +43.1% | +19.4% |
| All | +25.1% | -49.8% | +74.9% | +9.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling