+178.8%
OKTA vs GGLL
+328.7%
-149.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.6% |
| 7D | +2.6% | -4.8% | +7.4% | +3.7% |
| 30D | +16.0% | -13.7% | +29.7% | +19.7% |
| 3M | +38.2% | -21.9% | +60.0% | +44.4% |
| 6M | +137.8% | +11.7% | +126.1% | +120.6% |
| YTD | +97.3% | +2.3% | +95.0% | +86.4% |
| 1Y | +90.1% | +76.2% | +13.9% | +50.2% |
| 3Y | +98.0% | +245.0% | -147.0% | +13.2% |
| All | +178.8% | +328.7% | -149.9% | +38.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling