+345.6%
OKLO vs GGLL
+328.4%
+17.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.1% | +5.0% | +5.0% |
| 7D | +12.4% | +1.9% | +10.5% | +11.7% |
| 30D | -10.6% | -9.7% | -0.8% | -8.0% |
| 3M | -26.5% | -18.0% | -8.5% | -23.2% |
| 6M | -25.6% | +15.3% | -40.9% | -31.4% |
| YTD | -39.6% | +2.2% | -41.8% | -42.6% |
| 1Y | -38.8% | +73.1% | -111.8% | -51.0% |
| 3Y | +318.1% | +242.7% | +75.4% | +182.5% |
| All | +345.6% | +328.4% | +17.2% | +200.2% |
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