+262.9%
OKLO vs GIS
-27.2%
+290.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.3% | -8.9% | -9.3% |
| 7D | -12.2% | -6.4% | -5.9% | -14.8% |
| 30D | -19.7% | -6.1% | -13.6% | -21.8% |
| 3M | -37.4% | +7.8% | -45.2% | -34.8% |
| 6M | -42.3% | -8.8% | -33.5% | -44.0% |
| YTD | -49.5% | -19.1% | -30.4% | -53.1% |
| 1Y | -54.7% | -24.8% | -30.0% | -58.6% |
| 3Y | +249.6% | -37.6% | +287.2% | +202.1% |
| 5Y | +268.1% | -25.4% | +293.5% | +219.5% |
| All | +262.9% | -27.2% | +290.1% | +215.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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