+151.4%
OKLO vs GPC
+14.4%
+137.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.7% | -5.8% | -6.4% |
| 7D | +6.8% | +0.4% | +6.5% | +6.8% |
| 30D | -27.7% | -1.8% | -25.9% | -27.5% |
| 3M | -43.6% | -6.6% | -37.0% | -42.9% |
| 6M | -65.4% | +21.3% | -86.7% | -67.0% |
| YTD | -65.0% | +4.3% | -69.3% | -66.2% |
| 1Y | -77.5% | +3.3% | -80.8% | -78.2% |
| 3Y | +143.6% | +0.8% | +142.8% | +134.7% |
| 5Y | +154.7% | +7.4% | +147.3% | +144.7% |
| All | +151.4% | +14.4% | +137.0% | +141.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling