+267.5%
OKLO vs GFS
0.0%
+267.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +2.2% | -11.3% | -9.7% |
| 7D | -12.2% | +3.8% | -16.1% | -13.2% |
| 30D | -19.7% | -11.7% | -8.0% | -17.2% |
| 3M | -37.4% | -41.8% | +4.4% | -28.9% |
| 6M | -42.3% | +6.6% | -48.9% | -42.0% |
| YTD | -49.5% | +34.6% | -84.2% | -51.7% |
| 1Y | -54.7% | +46.2% | -100.9% | -57.1% |
| 3Y | +249.6% | -20.3% | +269.9% | +240.8% |
| All | +267.5% | 0.0% | +267.5% | +264.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 10y: compounded portfolio wealth divided by compounded GFS 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…
10y analysis · Full analysis span regression · 6 months rolling