+84.8%
OKTA vs GTLB
-10.9%
+95.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.4% |
| 7D | -2.4% | -5.7% | +3.3% | +0.1% |
| 30D | +13.0% | +15.1% | -2.1% | +6.2% |
| 3M | +41.7% | +65.5% | -23.8% | +13.0% |
| 6M | +105.9% | +102.9% | +3.0% | +52.8% |
| YTD | +92.6% | +25.2% | +67.3% | +68.9% |
| 1Y | +81.1% | -5.5% | +86.6% | +73.0% |
| 3Y | +84.8% | -10.9% | +95.7% | +62.0% |
| All | +84.8% | -10.9% | +95.7% | +62.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling