-17.5%
GFS vs CAKE
+284.2%
-301.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.8% | +4.7% | +5.2% |
| 7D | +6.2% | -4.7% | +10.9% | +7.9% |
| 30D | -11.4% | +0.9% | -12.2% | -11.9% |
| 3M | -15.5% | -2.7% | -12.7% | -15.3% |
| 6M | -42.6% | +81.2% | -123.8% | -55.6% |
| YTD | +23.2% | +120.6% | -97.4% | -12.8% |
| 1Y | +23.6% | +142.7% | -119.1% | -16.4% |
| All | -17.5% | +284.2% | -301.7% | -54.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling