+257.5%
CAKE vs GGLL
+313.5%
-56.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.5% | -2.5% |
| 7D | -5.6% | -5.8% | +0.2% | -4.8% |
| 30D | -10.5% | -7.2% | -3.3% | -9.6% |
| 3M | +43.6% | -17.5% | +61.2% | +46.1% |
| 6M | +63.0% | +5.1% | +58.0% | +57.0% |
| YTD | +102.9% | -1.3% | +104.2% | +97.0% |
| 1Y | +75.6% | +60.2% | +15.4% | +53.8% |
| 3Y | +257.7% | +230.8% | +26.9% | +155.9% |
| All | +257.5% | +313.5% | -56.1% | +135.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 10y: compounded portfolio wealth divided by compounded GGLL 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…
10y analysis · Full analysis span regression · 6 months rolling