+612.9%
OKTA vs GD
+131.4%
+481.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.5% |
| 7D | +0.7% | -3.5% | +4.2% | +2.1% |
| 30D | +13.0% | -9.0% | +22.0% | +17.0% |
| 3M | +43.4% | +5.1% | +38.4% | +40.4% |
| 6M | +107.6% | -1.0% | +108.6% | +107.5% |
| YTD | +93.8% | +7.3% | +86.5% | +87.2% |
| 1Y | +80.8% | +12.4% | +68.4% | +71.4% |
| 3Y | +91.8% | +73.7% | +18.1% | +51.5% |
| 5Y | -36.4% | +93.8% | -130.1% | -51.6% |
| All | +612.9% | +131.4% | +481.5% | +367.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling