+961.1%
MELI vs GWRE
+131.0%
+830.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.7% |
| 7D | -4.1% | -13.2% | +9.1% | +2.5% |
| 30D | +3.8% | -18.6% | +22.4% | +11.6% |
| 3M | +17.8% | +18.9% | -1.1% | +2.6% |
| 6M | +7.4% | -11.0% | +18.4% | +5.1% |
| YTD | -5.8% | -29.9% | +24.1% | +3.5% |
| 1Y | -18.9% | -44.3% | +25.5% | +1.5% |
| 3Y | +33.3% | +51.7% | -18.3% | -23.7% |
| 5Y | +2.7% | +15.4% | -12.7% | -29.6% |
| All | +961.1% | +131.0% | +830.1% | +398.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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