+84.1%
OKTA vs GGLL
+64.8%
+19.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.5% | +7.6% | +3.2% |
| 7D | +5.9% | -3.9% | +9.8% | +6.0% |
| 30D | +14.6% | -15.4% | +29.9% | +15.3% |
| 3M | +44.0% | -21.9% | +65.9% | +44.8% |
| 6M | +116.7% | +4.5% | +112.2% | +108.7% |
| YTD | +99.8% | -2.4% | +102.2% | +94.3% |
| 1Y | +84.1% | +57.8% | +26.3% | +64.1% |
| All | +84.1% | +64.8% | +19.2% | +64.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling