+332.0%
OKLO vs GFS
-2.1%
+334.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -2.2% |
| 7D | +7.7% | +4.5% | +3.2% | +6.5% |
| 30D | -4.3% | -8.2% | +3.9% | -2.2% |
| 3M | -24.6% | -38.9% | +14.2% | -15.2% |
| 6M | -31.1% | -2.9% | -28.2% | -29.4% |
| YTD | -40.7% | +31.8% | -72.5% | -42.9% |
| 1Y | -42.4% | +43.1% | -85.6% | -45.1% |
| 3Y | +310.9% | -20.6% | +331.6% | +303.0% |
| All | +332.0% | -2.1% | +334.1% | +331.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling