+79.7%
CAKE vs GFI
+29.3%
+50.3%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.6% | +1.5% |
| 7D | -4.5% | -2.7% | -1.8% | -4.4% |
| 30D | -12.4% | +13.2% | -25.7% | -12.9% |
| 3M | +37.3% | +28.5% | +8.9% | +35.7% |
| 6M | +70.7% | -6.2% | +76.9% | +71.2% |
| YTD | +106.0% | +8.7% | +97.3% | +104.8% |
| 1Y | +79.7% | +24.8% | +54.8% | +78.9% |
| All | +79.7% | +29.3% | +50.3% | +78.9% |
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