-22.1%
GFS vs CAKE
+273.8%
-295.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | -0.1% |
| 7D | +2.6% | -1.1% | +3.7% | +3.0% |
| 30D | -16.4% | +0.4% | -16.8% | -16.8% |
| 3M | -41.6% | +59.9% | -101.5% | -51.8% |
| 6M | -3.7% | +75.1% | -78.7% | -23.8% |
| YTD | +29.3% | +115.0% | -85.7% | -6.5% |
| 1Y | +37.1% | +81.6% | -44.5% | +6.0% |
| 3Y | -22.1% | +279.1% | -301.2% | -54.9% |
| All | -22.1% | +273.8% | -295.9% | -54.9% |
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