-33.3%
OKTA vs GPN
-44.5%
+11.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -2.4% | -4.3% | +1.9% | -0.4% |
| 30D | +13.0% | 0.0% | +13.0% | +12.8% |
| 3M | +41.7% | +35.8% | +5.9% | +20.4% |
| 6M | +105.9% | +22.0% | +83.9% | +84.4% |
| YTD | +92.6% | +15.2% | +77.3% | +75.7% |
| 1Y | +81.1% | +3.5% | +77.6% | +73.3% |
| 3Y | +84.8% | -26.9% | +111.8% | +104.3% |
| All | -33.3% | -44.5% | +11.2% | -23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling