-37.6%
GIS vs CAKE
+261.6%
-299.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.4% |
| 7D | -6.4% | -4.5% | -1.8% | -6.1% |
| 30D | -6.1% | -12.4% | +6.3% | -5.3% |
| 3M | +7.8% | +37.3% | -29.5% | +5.8% |
| 6M | -8.8% | +70.7% | -79.5% | -11.5% |
| YTD | -19.1% | +106.0% | -125.1% | -22.3% |
| 1Y | -24.8% | +79.7% | -104.4% | -27.3% |
| 3Y | -37.6% | +267.8% | -305.3% | -41.1% |
| All | -37.6% | +261.6% | -299.2% | -41.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling