+238.0%
GM vs CAKE
+346.7%
-108.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -1.1% |
| 7D | -2.4% | -4.5% | +2.1% | -0.8% |
| 30D | -1.1% | -12.4% | +11.3% | +3.5% |
| 3M | +6.1% | +37.3% | -31.2% | -6.6% |
| 6M | +15.0% | +70.7% | -55.8% | -7.2% |
| YTD | +6.0% | +106.0% | -100.0% | -20.5% |
| 1Y | +47.1% | +79.7% | -32.6% | +15.6% |
| 3Y | +170.5% | +267.8% | -97.3% | +57.1% |
| 5Y | +80.5% | +159.9% | -79.4% | +14.5% |
| 10Y | +238.7% | +154.3% | +84.3% | +76.9% |
| All | +238.0% | +346.7% | -108.6% | +14.6% |
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