-2.4%
GFS vs CAKE
+193.5%
-195.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.2% | +1.4% |
| 7D | +1.0% | -4.0% | +5.0% | +2.6% |
| 30D | -8.6% | +2.4% | -11.0% | -9.8% |
| 3M | -46.5% | +69.0% | -115.5% | -57.9% |
| 6M | -4.8% | +69.3% | -74.1% | -25.3% |
| YTD | +29.7% | +115.8% | -86.1% | -8.9% |
| 1Y | +35.8% | +79.3% | -43.5% | +2.9% |
| 3Y | -18.3% | +262.0% | -280.4% | -56.0% |
| All | -2.4% | +193.5% | -195.9% | -43.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling