-0.8%
GFS vs CAKE
+175.9%
-176.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +1.0% |
| 7D | +3.2% | -5.6% | +8.8% | +5.5% |
| 30D | -9.6% | -10.5% | +1.0% | -5.7% |
| 3M | -38.5% | +43.6% | -82.1% | -48.0% |
| 6M | -1.3% | +63.0% | -64.3% | -21.5% |
| YTD | +31.8% | +102.9% | -71.1% | -5.2% |
| 1Y | +44.6% | +75.6% | -31.1% | +10.1% |
| 3Y | -20.6% | +257.7% | -278.3% | -57.2% |
| All | -0.8% | +175.9% | -176.7% | -41.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling