-11.4%
GIS vs OKTA
+601.1%
-612.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | -0.3% |
| 7D | -6.4% | -2.4% | -4.0% | -6.4% |
| 30D | -6.1% | +13.0% | -19.1% | -6.2% |
| 3M | +7.8% | +41.7% | -33.9% | +7.4% |
| 6M | -8.8% | +105.9% | -114.7% | -9.5% |
| YTD | -19.1% | +92.6% | -111.7% | -19.7% |
| 1Y | -24.8% | +81.1% | -105.8% | -25.3% |
| 3Y | -37.6% | +84.8% | -122.4% | -38.2% |
| 5Y | -25.4% | -34.4% | +9.0% | -24.1% |
| All | -11.4% | +601.1% | -612.4% | -20.6% |
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 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