+90.0%
OKTA vs GRMN
+179.1%
-89.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -1.0% | -0.9% |
| 7D | +0.4% | -1.8% | +2.2% | +0.9% |
| 30D | +13.8% | -12.1% | +25.9% | +17.9% |
| 3M | +48.9% | +18.0% | +30.9% | +41.8% |
| 6M | +114.9% | +13.7% | +101.2% | +106.0% |
| YTD | +97.9% | +35.3% | +62.6% | +78.3% |
| 1Y | +89.7% | +17.2% | +72.4% | +78.2% |
| All | +90.0% | +179.1% | -89.1% | +32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling