+10,014.3%
GD vs CAKE
+4,018.7%
+5,995.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.1% | -1.8% |
| 7D | -5.3% | -4.0% | -1.2% | -4.7% |
| 30D | -6.4% | +2.4% | -8.9% | -6.9% |
| 3M | +5.7% | +69.0% | -63.3% | -2.8% |
| 6M | -0.9% | +69.3% | -70.2% | -9.2% |
| YTD | +8.2% | +115.8% | -107.6% | -4.6% |
| 1Y | +13.4% | +79.3% | -65.9% | +2.7% |
| 3Y | +68.5% | +262.0% | -193.5% | +34.8% |
| 5Y | +97.2% | +165.7% | -68.5% | +60.7% |
| 10Y | +190.2% | +158.9% | +31.3% | +119.6% |
| All | +10,014.3% | +4,018.7% | +5,995.6% | +5,553.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling