+173.9%
OKTA vs GGLL
+328.4%
-154.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | +0.7% | +1.9% | -1.2% | +0.3% |
| 30D | +13.0% | -9.7% | +22.7% | +15.4% |
| 3M | +43.4% | -18.0% | +61.4% | +48.2% |
| 6M | +107.6% | +15.3% | +92.4% | +91.1% |
| YTD | +93.8% | +2.2% | +91.6% | +83.1% |
| 1Y | +80.8% | +73.1% | +7.7% | +43.6% |
| 3Y | +91.8% | +242.7% | -150.9% | +10.0% |
| All | +173.9% | +328.4% | -154.5% | +36.2% |
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