+84.8%
OKTA vs GH
+363.0%
-278.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.5% |
| 7D | -2.4% | -2.5% | +0.1% | -2.0% |
| 30D | +13.0% | -4.7% | +17.7% | +13.8% |
| 3M | +41.7% | +20.2% | +21.5% | +36.4% |
| 6M | +105.9% | +78.8% | +27.2% | +83.1% |
| YTD | +92.6% | +54.1% | +38.5% | +75.3% |
| 1Y | +81.1% | +177.1% | -96.0% | +47.1% |
| 3Y | +84.8% | +371.6% | -286.8% | +34.1% |
| All | +84.8% | +363.0% | -278.2% | +34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling