-57.4%
GNRC vs CAKE
+157.8%
-215.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.4% | +2.3% |
| 7D | -0.2% | -4.5% | +4.3% | +1.9% |
| 30D | -15.7% | -12.4% | -3.3% | -10.9% |
| 3M | -27.3% | +37.3% | -64.7% | -37.9% |
| 6M | -12.1% | +70.7% | -82.8% | -32.6% |
| YTD | +37.1% | +106.0% | -68.9% | -3.9% |
| 1Y | -0.5% | +79.7% | -80.1% | -26.1% |
| 3Y | +61.5% | +267.8% | -206.3% | -17.8% |
| All | -57.4% | +157.8% | -215.2% | -77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling