-7.8%
GFS vs CAKE
+190.5%
-198.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.6% | +0.7% |
| 7D | +17.2% | -3.8% | +21.0% | +18.8% |
| 30D | -8.7% | -5.2% | -3.5% | -7.2% |
| 3M | -19.7% | -9.2% | -10.4% | -17.4% |
| 6M | -40.7% | +76.6% | -117.3% | -54.7% |
| YTD | +22.5% | +113.6% | -91.0% | -14.3% |
| 1Y | +25.2% | +134.3% | -109.1% | -16.2% |
| 3Y | -17.7% | +271.2% | -288.8% | -56.3% |
| 5Y | -23.5% | +170.3% | -193.8% | -53.8% |
| All | -7.8% | +190.5% | -198.3% | -47.0% |
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