+318.8%
OKLO vs GFS
-3.7%
+322.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.5% | +2.1% | +3.2% |
| 7D | +2.8% | +1.0% | +1.8% | +2.6% |
| 30D | -4.0% | -8.6% | +4.6% | -1.5% |
| 3M | -36.9% | -46.5% | +9.7% | -26.7% |
| 6M | -37.1% | -4.8% | -32.3% | -35.2% |
| YTD | -42.5% | +29.7% | -72.1% | -44.4% |
| 1Y | -40.7% | +35.8% | -76.6% | -42.9% |
| 3Y | +299.1% | -18.3% | +317.5% | +293.2% |
| All | +318.8% | -3.7% | +322.5% | +320.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling