+608.2%
OKTA vs GAP
+23.3%
+584.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.9% | -5.6% | -3.0% |
| 7D | -2.4% | -4.1% | +1.7% | -2.0% |
| 30D | +13.0% | +6.2% | +6.8% | +11.9% |
| 3M | +41.7% | -0.7% | +42.4% | +41.2% |
| 6M | +105.9% | -7.1% | +113.1% | +104.8% |
| YTD | +92.6% | -14.1% | +106.6% | +93.0% |
| 1Y | +81.1% | -8.5% | +89.6% | +79.3% |
| 3Y | +84.8% | +115.4% | -30.5% | +55.5% |
| 5Y | -34.4% | +9.8% | -44.3% | -43.9% |
| All | +608.2% | +23.3% | +584.9% | +505.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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