+54.8%
GDX vs OKTA
+90.9%
-36.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | -0.4% | +2.6% | -3.0% | -0.5% |
| 30D | +18.6% | +16.0% | +2.6% | +17.7% |
| 3M | +14.9% | +38.2% | -23.3% | +12.7% |
| 6M | -6.3% | +137.8% | -144.1% | -10.7% |
| YTD | +15.7% | +97.3% | -81.6% | +15.3% |
| 1Y | +54.8% | +90.1% | -35.3% | +56.0% |
| All | +54.8% | +90.9% | -36.0% | +56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OKTA.
Daily Out/Under-Performance
Portfolio return minus OKTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKTA 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 1y: compounded portfolio wealth divided by compounded OKTA 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…
1y analysis · Full analysis span regression · 6 months rolling