+139.7%
OKLO vs GLDM
+112.3%
+27.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.3% |
| 7D | +1.6% | -4.6% | +6.2% | +5.6% |
| 30D | -17.6% | -5.5% | -12.2% | -14.1% |
| 3M | -48.5% | -10.9% | -37.6% | -43.6% |
| 6M | -65.7% | -17.3% | -48.3% | -60.2% |
| YTD | -66.7% | -10.2% | -56.5% | -62.4% |
| 1Y | -76.5% | -6.9% | -69.5% | -73.9% |
| 3Y | +132.5% | +98.7% | +33.8% | +109.2% |
| 5Y | +142.8% | +106.7% | +36.1% | +118.6% |
| All | +139.7% | +112.3% | +27.3% | +116.2% |
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