+190.2%
OKTA vs GGLL
+195.8%
-5.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.5% | +2.8% | +4.7% |
| 7D | -3.9% | +6.3% | -10.3% | -5.2% |
| 30D | -23.5% | -35.1% | +11.6% | -16.7% |
| 3M | +19.7% | -37.7% | +57.4% | +31.0% |
| 6M | +111.6% | -54.1% | +165.7% | +144.8% |
| YTD | +105.4% | -29.4% | +134.8% | +108.0% |
| 1Y | +108.4% | -13.4% | +121.8% | +96.9% |
| 3Y | +167.8% | +158.3% | +9.5% | +59.2% |
| All | +190.2% | +195.8% | -5.6% | +54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling