+658.7%
OKTA vs GD
+139.6%
+519.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.0% | -0.1% |
| 7D | -6.0% | -1.9% | -4.1% | -5.2% |
| 30D | -23.2% | +10.9% | -34.1% | -26.2% |
| 3M | +18.3% | -6.8% | +25.1% | +21.2% |
| 6M | +112.6% | +7.0% | +105.6% | +106.0% |
| YTD | +106.3% | +11.1% | +95.2% | +96.3% |
| 1Y | +108.0% | +7.0% | +101.0% | +100.9% |
| 3Y | +163.2% | +59.9% | +103.3% | +114.9% |
| 5Y | -30.9% | +102.5% | -133.3% | -48.3% |
| All | +658.7% | +139.6% | +519.1% | +389.8% |
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