-35.6%
OKTA vs GLDM
+143.3%
-178.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | +2.6% | -0.5% | +3.2% | +2.7% |
| 30D | +16.0% | +4.4% | +11.6% | +15.1% |
| 3M | +38.2% | -1.1% | +39.2% | +38.2% |
| 6M | +137.8% | -13.7% | +151.5% | +143.6% |
| YTD | +97.3% | +2.8% | +94.5% | +91.8% |
| 1Y | +90.1% | +24.8% | +65.3% | +72.6% |
| 3Y | +98.0% | +127.8% | -29.8% | +38.4% |
| All | -35.6% | +143.3% | -178.9% | -60.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling