+48.2%
GSK vs CAKE
+157.8%
-109.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.1% |
| 7D | -3.5% | -4.5% | +1.0% | -3.3% |
| 30D | -3.4% | -12.4% | +9.0% | -2.8% |
| 3M | -8.1% | +37.3% | -45.5% | -9.9% |
| 6M | -11.1% | +70.7% | -81.9% | -14.0% |
| YTD | +0.7% | +106.0% | -105.2% | -3.3% |
| 1Y | +20.1% | +79.7% | -59.5% | +15.9% |
| 3Y | +46.1% | +267.8% | -221.7% | +35.7% |
| All | +48.2% | +157.8% | -109.6% | +37.3% |
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