+136.0%
OKLO vs GLDM
+122.6%
+13.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | -0.8% | +23.5% | +23.3% |
| 7D | -6.7% | +4.7% | -11.4% | -10.5% |
| 30D | -36.0% | -0.9% | -35.2% | -35.8% |
| 3M | -44.2% | -4.3% | -39.9% | -42.3% |
| 6M | -70.4% | -13.4% | -57.0% | -67.0% |
| YTD | -67.2% | -5.8% | -61.4% | -64.4% |
| 1Y | -77.9% | +2.1% | -80.0% | -76.9% |
| 3Y | +128.4% | +105.0% | +23.4% | +97.7% |
| 5Y | +139.1% | +122.5% | +16.6% | +107.3% |
| All | +136.0% | +122.6% | +13.4% | +104.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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