+17.7%
GFS vs CAKE
+147.7%
-130.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +4.7% | -10.6% | -6.5% |
| 7D | -12.5% | +9.1% | -21.7% | -13.5% |
| 30D | -16.9% | +5.8% | -22.8% | -17.5% |
| 3M | -22.3% | +9.3% | -31.6% | -23.3% |
| 6M | -40.2% | +96.1% | -136.3% | -49.9% |
| YTD | +16.0% | +131.4% | -115.5% | -7.8% |
| 1Y | +17.7% | +146.1% | -128.4% | -8.6% |
| All | +17.7% | +147.7% | -130.0% | -8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling