+851.8%
GLW vs CAKE
+155.4%
+696.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.5% | +1.6% |
| 7D | +7.8% | -4.5% | +12.4% | +9.2% |
| 30D | -0.4% | -12.4% | +12.0% | +3.2% |
| 3M | -5.6% | +37.3% | -42.9% | -14.6% |
| 6M | +26.7% | +70.7% | -44.0% | +6.8% |
| YTD | +91.0% | +106.0% | -14.9% | +52.0% |
| 1Y | +122.4% | +79.7% | +42.8% | +83.2% |
| 3Y | +471.0% | +267.8% | +203.2% | +266.9% |
| 5Y | +385.6% | +159.9% | +225.8% | +231.7% |
| All | +851.8% | +155.4% | +696.4% | +412.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling