+46.2%
GFS vs CAKE
+78.0%
-31.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.6% | +1.9% |
| 7D | +3.8% | -4.5% | +8.4% | +4.7% |
| 30D | -11.7% | -12.4% | +0.7% | -9.7% |
| 3M | -41.8% | +37.3% | -79.1% | -46.6% |
| 6M | +6.6% | +70.7% | -64.1% | -9.9% |
| YTD | +34.6% | +106.0% | -71.3% | +7.3% |
| 1Y | +46.2% | +79.7% | -33.5% | +27.5% |
| All | +46.2% | +78.0% | -31.9% | +27.5% |
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