-23.4%
GFS vs CAKE
+174.7%
-198.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.8% | +4.7% | +5.2% |
| 7D | +6.2% | -4.7% | +10.9% | +8.2% |
| 30D | -11.4% | +0.9% | -12.2% | -12.0% |
| 3M | -15.5% | -2.7% | -12.7% | -15.4% |
| 6M | -42.6% | +81.2% | -123.8% | -56.4% |
| YTD | +23.2% | +120.6% | -97.4% | -14.4% |
| 1Y | +23.6% | +142.7% | -119.1% | -17.9% |
| 3Y | -17.2% | +283.3% | -300.5% | -56.1% |
| 5Y | -23.4% | +178.1% | -201.5% | -58.9% |
| All | -23.4% | +174.7% | -198.1% | -58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling