+7.2%
GEHC vs OKTA
+139.8%
-132.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | -0.3% |
| 7D | -7.2% | -2.4% | -4.8% | -7.0% |
| 30D | -11.6% | +13.0% | -24.6% | -12.7% |
| 3M | -0.8% | +41.7% | -42.5% | -4.6% |
| 6M | -11.9% | +105.9% | -117.8% | -19.3% |
| YTD | -21.9% | +92.6% | -114.5% | -28.1% |
| 1Y | -17.8% | +81.1% | -98.9% | -23.8% |
| 3Y | -3.5% | +84.8% | -88.4% | -12.1% |
| All | +7.2% | +139.8% | -132.7% | -0.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling