+149.0%
OKTA vs GD
+54.3%
+94.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.3% |
| 7D | -19.0% | -5.0% | -14.0% | -17.8% |
| 30D | -22.6% | +8.9% | -31.5% | -24.6% |
| 3M | +17.5% | -8.0% | +25.6% | +20.7% |
| 6M | +117.8% | +2.9% | +114.9% | +114.5% |
| YTD | +95.1% | +7.1% | +88.0% | +88.9% |
| 1Y | +96.4% | +5.9% | +90.5% | +90.9% |
| 3Y | +149.0% | +53.9% | +95.1% | +100.3% |
| All | +149.0% | +54.3% | +94.6% | +100.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling