+81.1%
OKTA vs GAP
-7.6%
+88.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.9% | -5.6% | -2.2% |
| 7D | -2.4% | -4.1% | +1.7% | -3.0% |
| 30D | +13.0% | +6.2% | +6.8% | +14.4% |
| 3M | +41.7% | -0.7% | +42.4% | +42.1% |
| 6M | +105.9% | -7.1% | +113.1% | +99.8% |
| YTD | +92.6% | -14.1% | +106.6% | +88.1% |
| 1Y | +81.1% | -8.5% | +89.6% | +72.0% |
| All | +81.1% | -7.6% | +88.7% | +72.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling