+608.2%
OKTA vs GPN
+19.8%
+588.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.6% |
| 7D | -2.4% | -4.6% | +2.2% | -0.2% |
| 30D | +13.0% | -0.3% | +13.3% | +12.9% |
| 3M | +41.7% | +35.4% | +6.3% | +20.1% |
| 6M | +105.9% | +21.7% | +84.3% | +84.1% |
| YTD | +92.6% | +14.9% | +77.7% | +75.3% |
| 1Y | +81.1% | +3.2% | +77.9% | +73.0% |
| 3Y | +84.8% | -27.1% | +112.0% | +102.8% |
| 5Y | -34.4% | -44.4% | +9.9% | -19.5% |
| All | +608.2% | +19.8% | +588.4% | +386.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling