+185.8%
GS vs CAKE
+266.8%
-81.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.2% | +0.5% |
| 7D | -3.2% | -5.2% | +2.0% | -1.9% |
| 30D | -2.4% | -0.2% | -2.2% | -2.4% |
| 3M | -15.7% | -0.2% | -15.5% | -16.1% |
| 6M | -6.8% | +77.5% | -84.2% | -23.3% |
| YTD | -0.1% | +114.1% | -114.2% | -23.4% |
| 1Y | +12.1% | +131.6% | -119.5% | -16.5% |
| 3Y | +185.8% | +271.4% | -85.6% | +80.0% |
| All | +185.8% | +266.8% | -81.0% | +80.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling