+7.7%
GEHC vs OKTA
+146.5%
-138.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.4% |
| 7D | -7.9% | +0.4% | -8.3% | -7.9% |
| 30D | -11.7% | +13.8% | -25.5% | -12.9% |
| 3M | +0.8% | +48.9% | -48.1% | -3.4% |
| 6M | -11.6% | +114.9% | -126.5% | -19.4% |
| YTD | -21.6% | +97.9% | -119.4% | -27.9% |
| 1Y | -15.3% | +89.7% | -105.0% | -21.8% |
| 3Y | -0.5% | +95.8% | -96.3% | -9.6% |
| All | +7.7% | +146.5% | -138.8% | -0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling