+656.2%
GS vs CAKE
+162.2%
+494.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +3.4% | -1.1% | +4.4% | +3.7% |
| 30D | +0.2% | +0.4% | -0.2% | -0.2% |
| 3M | -0.3% | +59.9% | -60.2% | -14.5% |
| 6M | +27.4% | +75.1% | -47.7% | +5.8% |
| YTD | +19.6% | +115.0% | -95.4% | -6.9% |
| 1Y | +42.5% | +81.6% | -39.1% | +16.2% |
| 3Y | +240.4% | +279.1% | -38.7% | +118.2% |
| 5Y | +188.9% | +170.6% | +18.3% | +95.5% |
| All | +656.2% | +162.2% | +494.0% | +311.1% |
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