-29.7%
OKTA vs GPC
+4.3%
-34.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +8.4% | +0.4% | +8.0% | +8.3% |
| 30D | -13.7% | -6.3% | -7.4% | -12.2% |
| 3M | +18.0% | -8.2% | +26.2% | +20.4% |
| 6M | +133.8% | +27.1% | +106.8% | +110.3% |
| YTD | +111.5% | +3.1% | +108.4% | +104.6% |
| 1Y | +118.3% | +0.1% | +118.3% | +113.5% |
| 3Y | +168.0% | +0.2% | +167.8% | +146.1% |
| All | -29.7% | +4.3% | -34.0% | -45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling