+16.4%
GS vs CAKE
+132.7%
-116.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.6% |
| 7D | +1.6% | -1.0% | +2.6% | +1.8% |
| 30D | +1.7% | +0.6% | +1.1% | +1.7% |
| 3M | -11.6% | -1.6% | -10.0% | -11.6% |
| 6M | -1.9% | +78.3% | -80.2% | -12.5% |
| YTD | +5.1% | +118.8% | -113.7% | -12.3% |
| 1Y | +16.4% | +140.3% | -123.9% | -4.5% |
| All | +16.4% | +132.7% | -116.3% | -4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling