+84.8%
OKTA vs GME
+18.5%
+66.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.7% | -6.4% | -2.8% |
| 7D | -2.4% | +10.4% | -12.8% | -2.8% |
| 30D | +13.0% | +14.1% | -1.0% | +12.4% |
| 3M | +41.7% | -4.6% | +46.3% | +41.9% |
| 6M | +105.9% | -13.5% | +119.5% | +106.8% |
| YTD | +92.6% | +5.3% | +87.2% | +92.2% |
| 1Y | +81.1% | -14.9% | +95.9% | +81.8% |
| 3Y | +84.8% | +24.3% | +60.6% | +78.1% |
| All | +84.8% | +18.5% | +66.3% | +78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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