+146.1%
CAKE vs GFI
+6.9%
+139.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +6.3% | -1.6% | +4.3% |
| 7D | +9.1% | +1.4% | +7.7% | +9.0% |
| 30D | +5.8% | +3.0% | +2.9% | +5.6% |
| 3M | +9.3% | +10.2% | -0.9% | +8.3% |
| 6M | +96.1% | -10.1% | +106.2% | +96.3% |
| YTD | +131.4% | -11.4% | +142.8% | +128.9% |
| 1Y | +146.1% | +8.4% | +137.7% | +140.7% |
| All | +146.1% | +6.9% | +139.1% | +140.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling