+625.6%
OKTA vs GD
+133.2%
+492.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.8% |
| 7D | +2.6% | -5.3% | +7.9% | +4.7% |
| 30D | +16.0% | -6.4% | +22.5% | +18.9% |
| 3M | +38.2% | +5.7% | +32.5% | +34.9% |
| 6M | +137.8% | -0.9% | +138.8% | +137.5% |
| YTD | +97.3% | +8.2% | +89.1% | +90.0% |
| 1Y | +90.1% | +13.4% | +76.7% | +79.6% |
| 3Y | +98.0% | +68.5% | +29.5% | +58.2% |
| 5Y | -36.9% | +97.2% | -134.1% | -52.3% |
| All | +625.6% | +133.2% | +492.5% | +374.1% |
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