-29.4%
OKTA vs GFS
-2.1%
-27.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.9% | +1.2% | +2.4% |
| 7D | +5.9% | +4.5% | +1.4% | +4.2% |
| 30D | +14.6% | -8.2% | +22.8% | +18.0% |
| 3M | +44.0% | -38.9% | +82.9% | +68.4% |
| 6M | +116.7% | -2.9% | +119.6% | +103.1% |
| YTD | +99.8% | +31.8% | +68.0% | +60.9% |
| 1Y | +84.1% | +43.1% | +40.9% | +41.9% |
| 3Y | +97.7% | -20.6% | +118.3% | +87.9% |
| All | -29.4% | -2.1% | -27.3% | -41.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling