+360.5%
GDX vs OKTA
+605.7%
-245.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.7% |
| 7D | +4.0% | +0.7% | +3.3% | +3.9% |
| 30D | +9.5% | +13.0% | -3.5% | +7.8% |
| 3M | +25.1% | +43.4% | -18.3% | +20.1% |
| 6M | -2.9% | +107.6% | -110.6% | -10.9% |
| YTD | +14.7% | +93.8% | -79.1% | +5.8% |
| 1Y | +47.4% | +80.8% | -33.4% | +36.8% |
| 3Y | +259.7% | +91.8% | +167.9% | +225.6% |
| 5Y | +227.7% | -36.4% | +264.0% | +212.2% |
| All | +360.5% | +605.7% | -245.2% | +298.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling