-8.3%
GIS vs OKTA
+627.3%
-635.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.1% | -4.7% | -1.6% |
| 7D | -8.6% | +5.9% | -14.5% | -8.6% |
| 30D | -0.5% | +14.6% | -15.0% | -0.6% |
| 3M | +11.9% | +44.0% | -32.1% | +11.5% |
| 6M | -11.6% | +116.7% | -128.3% | -12.3% |
| YTD | -16.3% | +99.8% | -116.1% | -16.9% |
| 1Y | -21.8% | +84.1% | -105.8% | -22.3% |
| 3Y | -35.7% | +97.7% | -133.3% | -36.3% |
| 5Y | -22.9% | -35.2% | +12.3% | -21.3% |
| All | -8.3% | +627.3% | -635.7% | -17.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling