+119.7%
OKTA vs GH
+80.5%
+39.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.7% | +4.4% | +1.8% |
| 7D | -14.2% | -7.7% | -6.5% | -12.0% |
| 30D | -12.5% | -10.0% | -2.5% | -10.0% |
| 3M | +29.2% | +5.5% | +23.7% | +27.2% |
| 6M | +147.3% | +84.9% | +62.4% | +104.5% |
| YTD | +120.9% | +65.0% | +55.9% | +86.8% |
| 1Y | +119.7% | +71.8% | +47.9% | +85.8% |
| All | +119.7% | +80.5% | +39.2% | +85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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