+816.6%
GLD vs CAKE
+339.4%
+477.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | -0.5% | -4.0% | +3.5% | -0.5% |
| 30D | +4.4% | +2.4% | +2.0% | +4.4% |
| 3M | -1.1% | +69.0% | -70.1% | -0.9% |
| 6M | -13.8% | +69.3% | -83.1% | -13.6% |
| YTD | +2.6% | +115.8% | -113.1% | +3.0% |
| 1Y | +24.5% | +79.3% | -54.8% | +24.8% |
| 3Y | +125.8% | +262.0% | -136.2% | +127.5% |
| 5Y | +137.8% | +165.7% | -27.9% | +139.1% |
| 10Y | +221.4% | +158.9% | +62.5% | +223.8% |
| All | +816.6% | +339.4% | +477.2% | +828.5% |
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