+625.6%
OKTA vs GPC
+103.1%
+522.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.2% |
| 7D | +2.6% | +1.2% | +1.4% | +2.3% |
| 30D | +16.0% | +6.0% | +10.1% | +14.3% |
| 3M | +38.2% | +42.6% | -4.5% | +25.8% |
| 6M | +137.8% | +22.8% | +115.0% | +124.2% |
| YTD | +97.3% | +15.5% | +81.8% | +88.7% |
| 1Y | +90.1% | +2.0% | +88.1% | +87.3% |
| 3Y | +98.0% | -1.4% | +99.4% | +92.4% |
| 5Y | -36.9% | +30.6% | -67.5% | -42.3% |
| All | +625.6% | +103.1% | +522.5% | +487.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling