+3,816.2%
CAKE vs GPC
+1,885.1%
+1,931.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +1.5% |
| 7D | -1.1% | +0.2% | -1.3% | -1.2% |
| 30D | +0.4% | -0.4% | +0.8% | +0.6% |
| 3M | +59.9% | +39.2% | +20.7% | +28.2% |
| 6M | +75.1% | +18.2% | +56.8% | +54.3% |
| YTD | +115.0% | +12.1% | +102.9% | +91.6% |
| 1Y | +81.6% | -0.7% | +82.3% | +74.9% |
| 3Y | +279.1% | -1.7% | +280.8% | +248.9% |
| 5Y | +170.6% | +29.3% | +141.3% | +103.4% |
| 10Y | +160.3% | +80.7% | +79.6% | +57.7% |
| All | +3,816.2% | +1,885.1% | +1,931.1% | +521.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling