+151.4%
OKLO vs GLDM
+120.8%
+30.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.6% | -3.9% | -4.5% |
| 7D | +6.8% | +2.9% | +3.9% | +4.3% |
| 30D | -27.7% | -3.9% | -23.8% | -25.4% |
| 3M | -43.6% | -8.1% | -35.5% | -39.8% |
| 6M | -65.4% | -14.7% | -50.7% | -60.9% |
| YTD | -65.0% | -6.6% | -58.5% | -61.7% |
| 1Y | -77.5% | -2.1% | -75.5% | -75.9% |
| 3Y | +143.6% | +107.7% | +35.9% | +112.7% |
| 5Y | +154.7% | +116.5% | +38.2% | +122.6% |
| All | +151.4% | +120.8% | +30.6% | +120.0% |
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