+164.9%
GD vs CAKE
+125.5%
+39.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.0% | -0.6% |
| 7D | +1.9% | -3.8% | +5.7% | +2.6% |
| 30D | +9.2% | -5.2% | +14.5% | +10.1% |
| 3M | -7.5% | -9.2% | +1.8% | -6.2% |
| 6M | +5.8% | +76.6% | -70.9% | -5.7% |
| YTD | +9.8% | +113.6% | -103.8% | -6.0% |
| 1Y | +5.8% | +134.3% | -128.6% | -11.1% |
| 3Y | +58.0% | +271.2% | -213.2% | +18.8% |
| 5Y | +100.4% | +170.3% | -69.9% | +55.1% |
| All | +164.9% | +125.5% | +39.4% | +77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 CAKE 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