+612.9%
OKTA vs GSK
+81.6%
+531.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.9% | -1.1% |
| 7D | +0.7% | -4.2% | +4.9% | +1.8% |
| 30D | +13.0% | -7.5% | +20.5% | +15.1% |
| 3M | +43.4% | -3.3% | +46.7% | +43.7% |
| 6M | +107.6% | -9.3% | +117.0% | +110.6% |
| YTD | +93.8% | +1.6% | +92.2% | +87.9% |
| 1Y | +80.8% | +25.5% | +55.3% | +61.4% |
| 3Y | +91.8% | +49.3% | +42.5% | +56.2% |
| 5Y | -36.4% | +46.7% | -83.0% | -48.8% |
| All | +612.9% | +81.6% | +531.3% | +428.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling