+675.2%
OKTA vs GD
+139.4%
+535.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.2% | +2.2% |
| 7D | -4.6% | +0.6% | -5.3% | -4.7% |
| 30D | -19.7% | +9.5% | -29.2% | -22.5% |
| 3M | +21.2% | -5.8% | +27.1% | +23.7% |
| 6M | +123.1% | +7.7% | +115.4% | +115.6% |
| YTD | +110.8% | +11.1% | +99.7% | +100.6% |
| 1Y | +113.0% | +6.1% | +106.9% | +106.3% |
| 3Y | +168.9% | +59.8% | +109.1% | +119.6% |
| 5Y | -28.7% | +104.6% | -133.3% | -46.9% |
| All | +675.2% | +139.4% | +535.8% | +400.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling