-78.0%
OKLO vs GLDM
-6.3%
-71.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.8% | -2.6% | -2.2% |
| 7D | +27.3% | -5.5% | +32.8% | +36.1% |
| 30D | -23.1% | -7.0% | -16.1% | -16.3% |
| 3M | -45.8% | -12.3% | -33.5% | -36.9% |
| 6M | -66.8% | -17.9% | -48.9% | -58.1% |
| YTD | -65.9% | -10.3% | -55.7% | -61.0% |
| 1Y | -78.0% | -7.8% | -70.2% | -76.3% |
| All | -78.0% | -6.3% | -71.7% | -76.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling