+3,684.7%
CAKE vs GAP
+739.0%
+2,945.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.6% | +1.2% | -2.0% |
| 7D | -4.6% | -3.2% | -1.4% | -3.6% |
| 30D | -6.6% | -0.7% | -5.9% | -6.7% |
| 3M | +52.9% | -0.5% | +53.4% | +52.3% |
| 6M | +65.7% | -5.0% | +70.7% | +65.5% |
| YTD | +107.8% | -14.7% | +122.5% | +112.8% |
| 1Y | +78.5% | -8.6% | +87.1% | +78.0% |
| 3Y | +266.4% | +108.4% | +158.0% | +157.0% |
| 5Y | +159.6% | +5.8% | +153.8% | +111.2% |
| 10Y | +156.6% | +29.6% | +127.0% | +74.6% |
| All | +3,684.7% | +739.0% | +2,945.7% | +1,394.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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