-33.3%
OKTA vs GRMN
+80.9%
-114.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.8% | -6.5% | -4.6% |
| 7D | -2.4% | +2.0% | -4.4% | -3.5% |
| 30D | +13.0% | -8.8% | +21.8% | +18.4% |
| 3M | +41.7% | +19.0% | +22.7% | +28.2% |
| 6M | +105.9% | +20.7% | +85.2% | +83.4% |
| YTD | +92.6% | +40.5% | +52.0% | +55.5% |
| 1Y | +81.1% | +19.1% | +61.9% | +59.9% |
| 3Y | +84.8% | +182.7% | -97.9% | -25.3% |
| All | -33.3% | +80.9% | -114.2% | -64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling