+90.1%
OKTA vs GTLB
+14.4%
+75.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -0.9% | -0.5% |
| 7D | +2.6% | +11.1% | -8.4% | -4.3% |
| 30D | +16.0% | +37.8% | -21.8% | -4.2% |
| 3M | +38.2% | +61.6% | -23.4% | +3.2% |
| 6M | +137.8% | +98.9% | +38.9% | +59.4% |
| YTD | +97.3% | +32.8% | +64.5% | +47.2% |
| 1Y | +90.1% | +14.7% | +75.4% | +46.0% |
| All | +90.1% | +14.4% | +75.7% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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