+405.5%
GH vs CAKE
+135.9%
+269.6%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.4% | +4.5% | +2.2% |
| 7D | -0.2% | -4.6% | +4.4% | +1.3% |
| 30D | -2.6% | -6.6% | +3.9% | -0.8% |
| 3M | +25.1% | +52.9% | -27.8% | +7.8% |
| 6M | +78.5% | +65.7% | +12.7% | +49.0% |
| YTD | +59.4% | +107.8% | -48.4% | +22.7% |
| 1Y | +173.9% | +78.5% | +95.4% | +120.0% |
| 3Y | +382.7% | +266.4% | +116.4% | +204.5% |
| 5Y | +24.4% | +159.6% | -135.2% | -16.0% |
| All | +405.5% | +135.9% | +269.6% | +253.9% |
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 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