+313.5%
OKLO vs GLDM
+142.9%
+170.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.9% | +4.5% | +4.3% |
| 7D | +2.8% | -0.5% | +3.3% | +3.3% |
| 30D | -4.0% | +4.4% | -8.4% | -6.8% |
| 3M | -36.9% | -1.1% | -35.8% | -36.1% |
| 6M | -37.1% | -13.7% | -23.5% | -30.5% |
| YTD | -42.5% | +2.8% | -45.3% | -41.4% |
| 1Y | -40.7% | +24.8% | -65.6% | -43.7% |
| 3Y | +299.1% | +127.8% | +171.3% | +224.2% |
| 5Y | +317.3% | +141.1% | +176.1% | +240.3% |
| All | +313.5% | +142.9% | +170.6% | +236.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling