+80.8%
OKTA vs GLDM
+20.2%
+60.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.7% |
| 7D | +0.7% | +0.7% | 0.0% | +0.7% |
| 30D | +13.0% | +0.3% | +12.7% | +13.1% |
| 3M | +43.4% | +0.7% | +42.7% | +43.2% |
| 6M | +107.6% | -15.4% | +123.1% | +105.4% |
| YTD | +93.8% | +1.0% | +92.8% | +92.6% |
| 1Y | +80.8% | +19.7% | +61.1% | +83.1% |
| All | +80.8% | +20.2% | +60.7% | +83.1% |
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