+168.9%
OKLO vs GLDM
+126.8%
+42.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +1.9% | +12.1% | +12.6% |
| 7D | +14.1% | +5.0% | +9.1% | +9.6% |
| 30D | -22.7% | -1.3% | -21.3% | -21.9% |
| 3M | -44.6% | -4.7% | -39.9% | -42.5% |
| 6M | -63.0% | -12.4% | -50.6% | -59.1% |
| YTD | -62.6% | -4.1% | -58.5% | -59.9% |
| 1Y | -76.2% | +3.3% | -79.5% | -75.3% |
| 3Y | +160.8% | +110.9% | +49.9% | +123.0% |
| 5Y | +172.5% | +124.8% | +47.7% | +133.2% |
| All | +168.9% | +126.8% | +42.2% | +130.4% |
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