+33.3%
MELI vs GWRE
+50.1%
-16.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | -4.1% | -13.2% | +9.1% | -1.9% |
| 30D | +3.8% | -18.6% | +22.4% | +6.4% |
| 3M | +17.8% | +18.9% | -1.1% | +12.5% |
| 6M | +7.4% | -11.0% | +18.4% | +7.1% |
| YTD | -5.8% | -29.9% | +24.1% | -2.0% |
| 1Y | -18.9% | -44.3% | +25.5% | -11.9% |
| 3Y | +33.3% | +51.7% | -18.3% | +6.8% |
| All | +33.3% | +50.1% | -16.7% | +6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling