+456.2%
GS vs OKTA
+605.7%
-149.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | 0.0% |
| 7D | +3.4% | +0.7% | +2.7% | +3.3% |
| 30D | +0.2% | +13.0% | -12.8% | -2.0% |
| 3M | -0.3% | +43.4% | -43.8% | -5.7% |
| 6M | +27.4% | +107.6% | -80.3% | +13.4% |
| YTD | +19.6% | +93.8% | -74.2% | +7.2% |
| 1Y | +42.5% | +80.8% | -38.4% | +28.7% |
| 3Y | +240.4% | +91.8% | +148.6% | +199.1% |
| 5Y | +188.9% | -36.4% | +225.3% | +178.0% |
| All | +456.2% | +605.7% | -149.5% | +257.2% |
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 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