+119.7%
OKTA vs GPN
+20.6%
+99.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.7% | +1.1% |
| 7D | -14.2% | +15.0% | -29.2% | -17.6% |
| 30D | -12.5% | +16.9% | -29.4% | -16.7% |
| 3M | +29.2% | +9.2% | +20.1% | +25.7% |
| 6M | +147.3% | +34.7% | +112.6% | +119.4% |
| YTD | +120.9% | +25.4% | +95.6% | +104.6% |
| 1Y | +119.7% | +21.7% | +97.9% | +105.8% |
| All | +119.7% | +20.6% | +99.0% | +105.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 1y: compounded portfolio wealth divided by compounded GPN 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…
1y analysis · Full analysis span regression · 6 months rolling