-32.4%
OKTA vs GTLB
-50.8%
+18.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.7% | +4.8% | +3.9% |
| 7D | +5.9% | -6.6% | +12.5% | +9.1% |
| 30D | +14.6% | +13.7% | +0.8% | +8.2% |
| 3M | +44.0% | +52.9% | -8.9% | +18.5% |
| 6M | +116.7% | +88.5% | +28.2% | +63.9% |
| YTD | +99.8% | +23.4% | +76.3% | +79.7% |
| 1Y | +84.1% | -3.8% | +87.9% | +80.7% |
| 3Y | +97.7% | -11.5% | +109.2% | +82.2% |
| All | -32.4% | -50.8% | +18.4% | -31.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling