+258.2%
OKTA vs GLDM
+225.0%
+33.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.9% | +3.4% | +4.8% |
| 7D | -3.9% | +5.0% | -8.9% | -5.0% |
| 30D | -23.5% | -1.3% | -22.2% | -23.3% |
| 3M | +19.7% | -4.7% | +24.4% | +20.8% |
| 6M | +111.6% | -12.4% | +124.0% | +117.5% |
| YTD | +105.4% | -4.1% | +109.4% | +102.7% |
| 1Y | +108.4% | +3.3% | +105.0% | +100.6% |
| 3Y | +167.8% | +110.9% | +56.9% | +94.0% |
| 5Y | -33.8% | +124.8% | -158.6% | -54.2% |
| All | +258.2% | +225.0% | +33.2% | +160.8% |
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