+96.4%
OKTA vs GLDM
+1.8%
+94.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.4% |
| 7D | -19.0% | +4.7% | -23.7% | -19.1% |
| 30D | -22.6% | -0.9% | -21.8% | -22.5% |
| 3M | +17.5% | -4.3% | +21.9% | +17.8% |
| 6M | +117.8% | -13.4% | +131.2% | +115.7% |
| YTD | +95.1% | -5.8% | +100.9% | +90.3% |
| 1Y | +96.4% | +2.1% | +94.4% | +90.5% |
| All | +96.4% | +1.8% | +94.7% | +90.5% |
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