-33.3%
OKTA vs GNRC
-58.7%
+25.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.9% | -5.6% | -3.6% |
| 7D | -2.4% | -0.2% | -2.2% | -2.4% |
| 30D | +13.0% | -15.7% | +28.8% | +18.6% |
| 3M | +41.7% | -27.3% | +69.0% | +53.9% |
| 6M | +105.9% | -12.1% | +118.0% | +105.1% |
| YTD | +92.6% | +37.1% | +55.4% | +60.6% |
| 1Y | +81.1% | -0.5% | +81.5% | +68.1% |
| 3Y | +84.8% | +61.5% | +23.3% | +34.2% |
| All | -33.3% | -58.7% | +25.4% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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