+249.6%
OKLO vs GFI
+287.6%
-38.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -1.3% | -7.9% | -8.6% |
| 7D | -12.2% | -4.9% | -7.4% | -10.1% |
| 30D | -19.7% | +10.7% | -30.5% | -23.5% |
| 3M | -37.4% | +25.6% | -63.0% | -43.9% |
| 6M | -42.3% | -8.3% | -34.0% | -40.7% |
| YTD | -49.5% | +6.3% | -55.8% | -51.3% |
| 1Y | -54.7% | +22.1% | -76.8% | -58.2% |
| 3Y | +249.6% | +289.2% | -39.6% | +135.9% |
| All | +249.6% | +287.6% | -38.0% | +135.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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