+141.4%
OKLO vs GLDM
+107.1%
+34.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.3% |
| 7D | +1.6% | -4.6% | +6.2% | +5.7% |
| 30D | -17.6% | -5.5% | -12.2% | -14.0% |
| 3M | -48.5% | -10.9% | -37.6% | -43.5% |
| 6M | -65.7% | -17.3% | -48.3% | -60.0% |
| YTD | -66.7% | -10.2% | -56.5% | -62.3% |
| 1Y | -76.5% | -6.9% | -69.5% | -73.9% |
| 3Y | +132.5% | +98.7% | +33.8% | +105.6% |
| All | +141.4% | +107.1% | +34.3% | +113.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling