+438.8%
GS vs CAKE
+131.7%
+307.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.4% | -0.5% |
| 7D | +5.9% | +2.5% | +3.4% | +5.1% |
| 30D | +4.3% | -3.1% | +7.4% | +5.1% |
| 3M | -11.7% | -2.2% | -9.4% | -11.5% |
| 6M | -3.2% | +94.1% | -97.2% | -22.1% |
| YTD | +5.8% | +119.4% | -113.6% | -18.3% |
| 1Y | +16.0% | +141.4% | -125.4% | -13.1% |
| 3Y | +199.8% | +273.6% | -73.8% | +93.0% |
| 5Y | +155.5% | +177.7% | -22.2% | +72.2% |
| All | +438.8% | +131.7% | +307.1% | +201.2% |
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