+2.9%
GD vs CAKE
+73.0%
-70.1%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.6% | +2.9% | -0.6% |
| 7D | -5.0% | -5.2% | +0.2% | -4.8% |
| 30D | +8.9% | -0.2% | +9.1% | +8.9% |
| 3M | -8.0% | -0.2% | -7.8% | -7.7% |
| 6M | +2.9% | +77.5% | -74.6% | +0.4% |
| All | +2.9% | +73.0% | -70.1% | +0.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling