+299.5%
OKLO vs GGLL
+245.5%
+54.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.3% | +5.9% | +4.5% |
| 7D | +2.8% | -4.8% | +7.6% | +4.8% |
| 30D | -4.0% | -13.7% | +9.7% | +1.2% |
| 3M | -36.9% | -21.9% | -15.0% | -31.9% |
| 6M | -37.1% | +11.7% | -48.8% | -43.0% |
| YTD | -42.5% | +2.3% | -44.8% | -46.5% |
| 1Y | -40.7% | +76.2% | -116.9% | -57.0% |
| All | +299.5% | +245.5% | +54.0% | +127.9% |
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