-32.6%
OKTA vs GSK
+47.2%
-79.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | +0.4% | -5.4% | +5.8% | +1.0% |
| 30D | +13.8% | -4.6% | +18.4% | +14.2% |
| 3M | +48.9% | -5.1% | +54.0% | +49.2% |
| 6M | +114.9% | -11.4% | +126.4% | +117.2% |
| YTD | +97.9% | +0.7% | +97.2% | +93.2% |
| 1Y | +89.7% | +23.0% | +66.7% | +75.3% |
| 3Y | +95.8% | +48.0% | +47.9% | +69.0% |
| 5Y | -32.6% | +48.2% | -80.8% | -41.7% |
| All | -32.6% | +47.2% | -79.9% | -41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling