+12.0%
GEHC vs CAKE
+245.9%
-233.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.9% |
| 7D | -5.2% | -1.1% | -4.1% | -4.9% |
| 30D | -7.0% | +0.4% | -7.4% | -7.3% |
| 3M | +3.3% | +59.9% | -56.6% | -9.3% |
| 6M | -10.0% | +75.1% | -85.1% | -23.2% |
| YTD | -18.5% | +115.0% | -133.5% | -34.0% |
| 1Y | -14.4% | +81.6% | -96.0% | -28.0% |
| 3Y | +3.4% | +279.1% | -275.7% | -26.4% |
| All | +12.0% | +245.9% | -233.9% | -24.2% |
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