+90.1%
OKTA vs GD
+13.1%
+77.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.5% |
| 7D | +2.6% | -5.3% | +7.9% | +3.8% |
| 30D | +16.0% | -6.4% | +22.5% | +17.7% |
| 3M | +38.2% | +5.7% | +32.5% | +35.6% |
| 6M | +137.8% | -0.9% | +138.8% | +139.8% |
| YTD | +97.3% | +8.2% | +89.1% | +90.8% |
| 1Y | +90.1% | +13.4% | +76.7% | +86.9% |
| All | +90.1% | +13.1% | +77.0% | +86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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