+182.3%
OKTA vs GGLL
+309.0%
-126.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.5% | +7.6% | +4.1% |
| 7D | +5.9% | -3.9% | +9.8% | +6.8% |
| 30D | +14.6% | -15.4% | +29.9% | +18.6% |
| 3M | +44.0% | -21.9% | +65.9% | +50.3% |
| 6M | +116.7% | +4.5% | +112.2% | +104.4% |
| YTD | +99.8% | -2.4% | +102.2% | +90.6% |
| 1Y | +84.1% | +57.8% | +26.3% | +49.7% |
| 3Y | +97.7% | +227.2% | -129.5% | +14.5% |
| All | +182.3% | +309.0% | -126.7% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 10y: compounded portfolio wealth divided by compounded GGLL 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…
10y analysis · Full analysis span regression · 6 months rolling