+139.3%
GS vs CAKE
+157.7%
-18.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.2% | +0.6% |
| 7D | -3.2% | -5.2% | +2.0% | -1.8% |
| 30D | -2.4% | -0.2% | -2.2% | -2.4% |
| 3M | -15.7% | -0.2% | -15.5% | -16.2% |
| 6M | -6.8% | +77.5% | -84.2% | -22.7% |
| YTD | -0.1% | +114.1% | -114.2% | -22.1% |
| 1Y | +12.1% | +131.6% | -119.5% | -14.9% |
| 3Y | +185.8% | +271.4% | -85.6% | +86.1% |
| All | +139.3% | +157.7% | -18.3% | +63.5% |
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 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