+168.0%
OKTA vs GLDM
+99.9%
+68.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +8.4% | -4.6% | +13.0% | +9.0% |
| 30D | -13.7% | -5.5% | -8.2% | -13.1% |
| 3M | +18.0% | -10.9% | +28.9% | +19.6% |
| 6M | +133.8% | -17.3% | +151.2% | +137.9% |
| YTD | +111.5% | -10.2% | +121.6% | +109.2% |
| 1Y | +118.3% | -6.9% | +125.3% | +114.0% |
| 3Y | +168.0% | +98.7% | +69.4% | +62.0% |
| All | +168.0% | +99.9% | +68.1% | +62.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling