+326.6%
OKLO vs GFI
+500.0%
-173.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | +7.7% | +4.7% | +3.0% | +6.2% |
| 30D | -4.3% | +14.4% | -18.7% | -7.9% |
| 3M | -24.6% | +32.5% | -57.1% | -30.3% |
| 6M | -31.1% | -7.2% | -23.9% | -30.4% |
| YTD | -40.7% | +10.9% | -51.5% | -42.2% |
| 1Y | -42.4% | +35.5% | -77.9% | -45.4% |
| 3Y | +310.9% | +312.1% | -1.2% | +247.6% |
| 5Y | +332.6% | +524.6% | -192.0% | +266.5% |
| All | +326.6% | +500.0% | -173.4% | +262.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling