+608.2%
OKTA vs GSK
+80.1%
+528.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -2.4% | -3.5% | +1.1% | -1.5% |
| 30D | +13.0% | -3.4% | +16.5% | +13.8% |
| 3M | +41.7% | -8.1% | +49.8% | +44.1% |
| 6M | +105.9% | -11.1% | +117.1% | +110.2% |
| YTD | +92.6% | +0.7% | +91.8% | +87.1% |
| 1Y | +81.1% | +20.1% | +60.9% | +64.1% |
| 3Y | +84.8% | +46.1% | +38.7% | +51.7% |
| 5Y | -34.4% | +48.2% | -82.7% | -47.6% |
| All | +608.2% | +80.1% | +528.1% | +426.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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