+625.0%
GSK vs CAKE
+3,866.7%
-3,241.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.5% | +0.6% |
| 7D | -3.6% | -4.6% | +1.0% | -3.1% |
| 30D | -5.9% | -6.6% | +0.6% | -5.3% |
| 3M | -4.3% | +52.9% | -57.2% | -9.3% |
| 6M | -10.8% | +65.7% | -76.5% | -16.4% |
| YTD | +1.8% | +107.8% | -106.0% | -7.2% |
| 1Y | +23.5% | +78.5% | -55.0% | +14.4% |
| 3Y | +49.5% | +266.4% | -216.8% | +25.1% |
| 5Y | +49.7% | +159.6% | -110.0% | +27.4% |
| 10Y | +81.9% | +156.6% | -74.7% | +43.3% |
| All | +625.0% | +3,866.7% | -3,241.6% | +270.7% |
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