+92.4%
OKLO vs GLDM
+124.4%
-32.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.2% | +0.8% | -14.0% | -13.8% |
| 7D | -28.4% | +1.9% | -30.3% | -29.6% |
| 30D | -50.2% | -1.7% | -48.5% | -49.6% |
| 3M | -55.3% | -3.5% | -51.8% | -54.0% |
| 6M | -71.9% | -10.1% | -61.9% | -69.4% |
| YTD | -73.2% | -5.0% | -68.2% | -71.1% |
| 1Y | -84.2% | +2.8% | -86.9% | -83.5% |
| 3Y | +86.4% | +105.1% | -18.7% | +60.5% |
| 5Y | +94.9% | +124.3% | -29.4% | +68.2% |
| All | +92.4% | +124.4% | -32.0% | +66.1% |
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