+84.8%
OKTA vs GFS
-19.7%
+104.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.2% | -4.8% | -3.2% |
| 7D | -2.4% | +3.8% | -6.3% | -3.3% |
| 30D | +13.0% | -11.7% | +24.7% | +16.4% |
| 3M | +41.7% | -41.8% | +83.5% | +60.1% |
| 6M | +105.9% | +6.6% | +99.3% | +89.6% |
| YTD | +92.6% | +34.6% | +57.9% | +61.0% |
| 1Y | +81.1% | +46.2% | +34.9% | +46.4% |
| 3Y | +84.8% | -20.3% | +105.2% | +80.6% |
| All | +84.8% | -19.7% | +104.6% | +80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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