+2,620.9%
GLW vs CAKE
+4,004.5%
-1,383.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.3% | +7.9% | +7.6% |
| 7D | +14.0% | -1.1% | +15.1% | +14.3% |
| 30D | +0.4% | +0.4% | -0.1% | +0.1% |
| 3M | -11.3% | +59.9% | -71.3% | -22.1% |
| 6M | +35.1% | +75.1% | -40.0% | +15.3% |
| YTD | +90.5% | +115.0% | -24.5% | +53.9% |
| 1Y | +132.0% | +81.6% | +50.4% | +94.8% |
| 3Y | +463.3% | +279.1% | +184.2% | +281.0% |
| 5Y | +382.5% | +170.6% | +211.9% | +243.5% |
| 10Y | +837.6% | +160.3% | +677.4% | +498.7% |
| All | +2,620.9% | +4,004.5% | -1,383.6% | +950.4% |
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