+138.9%
GLD vs OKTA
-36.4%
+175.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | 0.0% | -1.7% |
| 7D | +0.7% | +0.7% | 0.0% | +0.7% |
| 30D | +0.3% | +13.0% | -12.7% | 0.0% |
| 3M | +0.6% | +43.4% | -42.8% | -0.2% |
| 6M | -15.6% | +107.6% | -123.2% | -16.9% |
| YTD | +0.9% | +93.8% | -93.0% | -0.6% |
| 1Y | +19.4% | +80.8% | -61.4% | +17.8% |
| 3Y | +124.5% | +91.8% | +32.7% | +120.1% |
| 5Y | +138.9% | -36.4% | +175.3% | +132.1% |
| All | +138.9% | -36.4% | +175.3% | +132.1% |
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