+238.1%
OKTA vs GLDM
+242.2%
-4.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.4% |
| 7D | +0.7% | +0.7% | 0.0% | +0.5% |
| 30D | +13.0% | +0.3% | +12.7% | +12.9% |
| 3M | +43.4% | +0.7% | +42.7% | +43.0% |
| 6M | +107.6% | -15.4% | +123.1% | +115.4% |
| YTD | +93.8% | +1.0% | +92.8% | +89.3% |
| 1Y | +80.8% | +19.7% | +61.1% | +66.0% |
| 3Y | +91.8% | +126.5% | -34.7% | +36.4% |
| 5Y | -36.4% | +142.5% | -178.9% | -56.8% |
| All | +238.1% | +242.2% | -4.1% | +143.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling