+139.7%
OKLO vs GPC
+13.1%
+126.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.2% |
| 7D | +1.6% | +0.4% | +1.1% | +1.5% |
| 30D | -17.6% | -6.3% | -11.3% | -16.7% |
| 3M | -48.5% | -8.2% | -40.3% | -47.7% |
| 6M | -65.7% | +27.1% | -92.8% | -67.5% |
| YTD | -66.7% | +3.1% | -69.8% | -67.7% |
| 1Y | -76.5% | +0.1% | -76.5% | -77.1% |
| 3Y | +132.5% | +0.2% | +132.2% | +124.4% |
| 5Y | +142.8% | +4.9% | +138.0% | +133.8% |
| All | +139.7% | +13.1% | +126.6% | +130.4% |
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