+608.2%
OKTA vs GRMN
+612.4%
-4.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.2% | -6.9% | -4.8% |
| 7D | -2.4% | +2.4% | -4.8% | -3.7% |
| 30D | +13.0% | -8.5% | +21.5% | +18.1% |
| 3M | +41.7% | +19.5% | +22.2% | +28.1% |
| 6M | +105.9% | +21.2% | +84.7% | +83.3% |
| YTD | +92.6% | +41.0% | +51.5% | +56.4% |
| 1Y | +81.1% | +19.6% | +61.5% | +60.0% |
| 3Y | +84.8% | +183.8% | -99.0% | -10.6% |
| 5Y | -34.4% | +83.0% | -117.5% | -60.0% |
| All | +608.2% | +612.4% | -4.2% | +114.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 10y: compounded portfolio wealth divided by compounded GRMN 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…
10y analysis · Full analysis span regression · 6 months rolling