+118.3%
OKTA vs GD
+5.9%
+112.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +8.4% | +2.7% | +5.8% | +8.0% |
| 30D | -13.7% | +8.6% | -22.3% | -14.6% |
| 3M | +18.0% | -7.1% | +25.1% | +20.3% |
| 6M | +133.8% | +7.5% | +126.4% | +129.4% |
| YTD | +111.5% | +9.9% | +101.6% | +105.9% |
| 1Y | +118.3% | +7.6% | +110.8% | +115.4% |
| All | +118.3% | +5.9% | +112.5% | +115.4% |
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