-29.7%
OKTA vs GD
+99.6%
-129.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | +8.4% | +2.7% | +5.8% | +7.2% |
| 30D | -13.7% | +8.6% | -22.3% | -16.8% |
| 3M | +18.0% | -7.1% | +25.1% | +21.7% |
| 6M | +133.8% | +7.5% | +126.4% | +124.7% |
| YTD | +111.5% | +9.9% | +101.6% | +100.0% |
| 1Y | +118.3% | +7.6% | +110.8% | +108.6% |
| 3Y | +168.0% | +56.2% | +111.8% | +105.5% |
| All | -29.7% | +99.6% | -129.2% | -55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling