+152.2%
CAKE vs GPC
+29.4%
+122.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.7% |
| 7D | -4.5% | -3.2% | -1.3% | -3.3% |
| 30D | -12.4% | +0.5% | -13.0% | -12.6% |
| 3M | +37.3% | +31.7% | +5.6% | +21.9% |
| 6M | +70.7% | +24.7% | +46.0% | +54.6% |
| YTD | +106.0% | +11.8% | +94.2% | +90.8% |
| 1Y | +79.7% | -3.0% | +82.6% | +78.4% |
| 3Y | +267.8% | -1.1% | +268.9% | +247.5% |
| All | +152.2% | +29.4% | +122.8% | +93.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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