+132.5%
OKLO vs GGLL
+166.5%
-34.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.3% |
| 7D | +1.6% | +7.7% | -6.1% | -1.5% |
| 30D | -17.6% | -30.2% | +12.6% | -6.3% |
| 3M | -48.5% | -31.3% | -17.2% | -41.4% |
| 6M | -65.7% | -52.1% | -13.6% | -55.4% |
| YTD | -66.7% | -25.9% | -40.8% | -65.6% |
| 1Y | -76.5% | -8.5% | -68.0% | -78.3% |
| 3Y | +132.5% | +165.5% | -33.1% | +41.0% |
| All | +132.5% | +166.5% | -34.1% | +41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling