+1,704.0%
GS vs CAKE
+1,609.7%
+94.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.2% | +0.9% |
| 7D | -3.2% | -5.2% | +2.0% | -1.4% |
| 30D | -2.4% | -0.2% | -2.2% | -2.5% |
| 3M | -15.7% | -0.2% | -15.5% | -16.3% |
| 6M | -6.8% | +77.5% | -84.2% | -25.7% |
| YTD | -0.1% | +114.1% | -114.2% | -25.8% |
| 1Y | +12.1% | +131.6% | -119.5% | -19.2% |
| 3Y | +185.8% | +271.4% | -85.6% | +69.3% |
| 5Y | +140.1% | +157.5% | -17.4% | +53.6% |
| 10Y | +505.2% | +153.3% | +352.0% | +223.8% |
| All | +1,704.0% | +1,609.7% | +94.3% | +354.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling