+240.3%
OKTA vs GLDM
+219.1%
+21.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.3% |
| 7D | -19.0% | +4.7% | -23.7% | -19.9% |
| 30D | -22.6% | -0.9% | -21.8% | -22.4% |
| 3M | +17.5% | -4.3% | +21.9% | +18.5% |
| 6M | +117.8% | -13.4% | +131.2% | +124.5% |
| YTD | +95.1% | -5.8% | +100.9% | +93.4% |
| 1Y | +96.4% | +2.1% | +94.4% | +89.5% |
| 3Y | +149.0% | +105.0% | +43.9% | +81.7% |
| 5Y | -33.8% | +122.5% | -156.3% | -54.1% |
| All | +240.3% | +219.1% | +21.2% | +148.7% |
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