+266.1%
CAKE vs GGLL
+309.0%
-42.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.5% | +1.2% | -2.7% |
| 7D | -4.6% | -3.9% | -0.7% | -4.0% |
| 30D | -6.6% | -15.4% | +8.8% | -4.3% |
| 3M | +52.9% | -21.9% | +74.8% | +56.9% |
| 6M | +65.7% | +4.5% | +61.2% | +59.7% |
| YTD | +107.8% | -2.4% | +110.2% | +102.1% |
| 1Y | +78.5% | +57.8% | +20.7% | +56.6% |
| 3Y | +266.4% | +227.2% | +39.2% | +162.6% |
| All | +266.1% | +309.0% | -42.9% | +141.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling