+634.8%
OKTA vs GME
+341.5%
+293.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.3% | -2.2% | +2.9% |
| 7D | +5.9% | +4.8% | +1.0% | +5.7% |
| 30D | +14.6% | +5.9% | +8.7% | +14.3% |
| 3M | +44.0% | -10.7% | +54.7% | +44.6% |
| 6M | +116.7% | -19.8% | +136.5% | +118.4% |
| YTD | +99.8% | -0.9% | +100.7% | +99.7% |
| 1Y | +84.1% | -15.7% | +99.7% | +85.1% |
| 3Y | +97.7% | +12.3% | +85.4% | +87.3% |
| 5Y | -35.2% | -60.1% | +24.9% | -37.7% |
| All | +634.8% | +341.5% | +293.2% | +475.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling