+93.8%
GD vs CAKE
+168.2%
-74.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.4% | -0.7% |
| 7D | -3.5% | -1.1% | -2.4% | -3.4% |
| 30D | -9.0% | +0.4% | -9.5% | -9.1% |
| 3M | +5.1% | +59.9% | -54.9% | -0.5% |
| 6M | -1.0% | +75.1% | -76.1% | -7.4% |
| YTD | +7.3% | +115.0% | -107.7% | -2.1% |
| 1Y | +12.4% | +81.6% | -69.2% | +4.4% |
| 3Y | +73.7% | +279.1% | -205.4% | +47.9% |
| 5Y | +93.8% | +170.6% | -76.9% | +66.5% |
| All | +93.8% | +168.2% | -74.5% | +66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling