+3,651.5%
CAKE vs GFI
+963.5%
+2,688.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.6% |
| 7D | -4.5% | -4.9% | +0.3% | -4.4% |
| 30D | -12.4% | +10.7% | -23.2% | -12.7% |
| 3M | +37.3% | +25.6% | +11.7% | +36.5% |
| 6M | +70.7% | -8.3% | +79.0% | +70.7% |
| YTD | +106.0% | +6.3% | +99.7% | +105.1% |
| 1Y | +79.7% | +22.1% | +57.6% | +78.1% |
| 3Y | +267.8% | +289.2% | -21.4% | +253.1% |
| 5Y | +159.9% | +531.7% | -371.8% | +145.9% |
| 10Y | +154.3% | +1,043.8% | -889.4% | +134.9% |
| All | +3,651.5% | +963.5% | +2,688.0% | +3,976.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling