+81.1%
OKTA vs GSK
+21.8%
+59.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -2.4% | -3.5% | +1.1% | -3.9% |
| 30D | +13.0% | -3.4% | +16.5% | +11.4% |
| 3M | +41.7% | -8.1% | +49.8% | +37.5% |
| 6M | +105.9% | -11.1% | +117.1% | +99.8% |
| YTD | +92.6% | +0.7% | +91.8% | +86.6% |
| 1Y | +81.1% | +20.1% | +60.9% | +79.9% |
| All | +81.1% | +21.8% | +59.2% | +79.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling