+244.2%
OKTA vs GLDM
+248.1%
-4.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | +2.6% | -0.5% | +3.2% | +2.8% |
| 30D | +16.0% | +4.4% | +11.6% | +14.8% |
| 3M | +38.2% | -1.1% | +39.2% | +38.3% |
| 6M | +137.8% | -13.7% | +151.5% | +145.4% |
| YTD | +97.3% | +2.8% | +94.5% | +91.9% |
| 1Y | +90.1% | +24.8% | +65.3% | +72.3% |
| 3Y | +98.0% | +127.8% | -29.8% | +40.8% |
| 5Y | -36.9% | +141.1% | -178.1% | -57.0% |
| All | +244.2% | +248.1% | -4.0% | +146.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling