+142.3%
OKLO vs GGLL
+188.6%
-46.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | +1.4% | +21.3% | +22.2% |
| 7D | -6.7% | +3.1% | -9.8% | -7.6% |
| 30D | -36.0% | -36.3% | +0.3% | -27.0% |
| 3M | -44.2% | -40.4% | -3.8% | -35.5% |
| 6M | -70.4% | -54.6% | -15.8% | -63.3% |
| YTD | -67.2% | -31.1% | -36.0% | -65.1% |
| 1Y | -77.9% | -19.2% | -58.8% | -78.0% |
| 3Y | +128.4% | +151.5% | -23.1% | +72.4% |
| All | +142.3% | +188.6% | -46.3% | +82.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling