+109.7%
GLD vs OKTA
-30.2%
+139.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.2% |
| 7D | -2.0% | -4.6% | +2.6% | -1.9% |
| 30D | -4.4% | -19.7% | +15.3% | -4.1% |
| 3M | -8.9% | +21.2% | -30.2% | -9.4% |
| 6M | -16.0% | +123.1% | -139.1% | -17.4% |
| YTD | -7.9% | +110.8% | -118.6% | -9.3% |
| 1Y | -3.9% | +113.0% | -116.8% | -5.4% |
| 3Y | +103.4% | +168.9% | -65.5% | +98.3% |
| 5Y | +109.7% | -28.7% | +138.4% | +101.6% |
| All | +109.7% | -30.2% | +139.9% | +101.6% |
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 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