+176.1%
OKLO vs GGLL
+195.8%
-19.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +2.5% | +11.5% | +13.2% |
| 7D | +14.1% | +6.3% | +7.8% | +12.0% |
| 30D | -22.7% | -35.1% | +12.4% | -12.3% |
| 3M | -44.6% | -37.7% | -6.9% | -36.8% |
| 6M | -63.0% | -54.1% | -8.9% | -54.2% |
| YTD | -62.6% | -29.4% | -33.2% | -60.5% |
| 1Y | -76.2% | -13.4% | -62.8% | -76.7% |
| 3Y | +160.8% | +158.3% | +2.5% | +95.4% |
| All | +176.1% | +195.8% | -19.7% | +106.3% |
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