+158.1%
OKLO vs GGLL
+194.0%
-35.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.6% | -5.9% | -6.3% |
| 7D | +6.8% | +5.1% | +1.7% | +5.3% |
| 30D | -27.7% | -35.5% | +7.8% | -17.8% |
| 3M | -43.6% | -39.2% | -4.5% | -35.1% |
| 6M | -65.4% | -54.4% | -11.0% | -57.1% |
| YTD | -65.0% | -29.8% | -35.2% | -63.0% |
| 1Y | -77.5% | -20.4% | -57.1% | -77.3% |
| 3Y | +143.6% | +149.7% | -6.1% | +82.9% |
| All | +158.1% | +194.0% | -35.9% | +93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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