+90.1%
OKTA vs GLDM
+24.7%
+65.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.1% |
| 7D | +2.6% | -0.5% | +3.2% | +2.6% |
| 30D | +16.0% | +4.4% | +11.6% | +16.0% |
| 3M | +38.2% | -1.1% | +39.2% | +37.6% |
| 6M | +137.8% | -13.7% | +151.5% | +135.4% |
| YTD | +97.3% | +2.8% | +94.5% | +95.5% |
| 1Y | +90.1% | +24.8% | +65.3% | +86.5% |
| All | +90.1% | +24.7% | +65.4% | +86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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