+86.2%
OKLO vs GLDM
+105.8%
-19.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.2% | +0.8% | -14.0% | -14.0% |
| 7D | -28.4% | +1.9% | -30.3% | -30.0% |
| 30D | -50.2% | -1.7% | -48.5% | -49.4% |
| 3M | -55.3% | -3.5% | -51.8% | -53.7% |
| 6M | -71.9% | -10.1% | -61.9% | -68.5% |
| YTD | -73.2% | -5.0% | -68.2% | -71.0% |
| 1Y | -84.2% | +2.8% | -86.9% | -83.9% |
| All | +86.2% | +105.8% | -19.6% | +12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling