-4.8%
GFS vs CAKE
+70.5%
-75.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.2% | +1.5% |
| 7D | +1.0% | -4.0% | +5.0% | +1.7% |
| 30D | -8.6% | +2.4% | -11.0% | -9.0% |
| 3M | -46.5% | +69.0% | -115.5% | -54.8% |
| 6M | -4.8% | +69.3% | -74.1% | -18.1% |
| All | -4.8% | +70.5% | -75.3% | -18.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling