+627.8%
OKTA vs GPC
+97.4%
+530.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | +0.4% | -1.8% | +2.2% | +0.8% |
| 30D | +13.8% | +0.1% | +13.7% | +13.6% |
| 3M | +48.9% | +37.4% | +11.5% | +36.8% |
| 6M | +114.9% | +25.4% | +89.5% | +101.4% |
| YTD | +97.9% | +12.2% | +85.7% | +90.5% |
| 1Y | +89.7% | -0.3% | +90.0% | +87.9% |
| 3Y | +95.8% | -1.6% | +97.4% | +90.3% |
| 5Y | -32.6% | +31.0% | -63.6% | -38.3% |
| All | +627.8% | +97.4% | +530.5% | +493.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling