+326.6%
OKLO vs GPC
+24.0%
+302.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.9% |
| 7D | +7.7% | -0.6% | +8.3% | +7.8% |
| 30D | -4.3% | +1.3% | -5.6% | -4.6% |
| 3M | -24.6% | +37.1% | -61.7% | -29.6% |
| 6M | -31.1% | +23.2% | -54.3% | -34.6% |
| YTD | -40.7% | +13.1% | -53.8% | -43.5% |
| 1Y | -42.4% | +0.9% | -43.3% | -43.9% |
| 3Y | +310.9% | -0.8% | +311.7% | +290.5% |
| 5Y | +332.6% | +31.1% | +301.5% | +307.5% |
| All | +326.6% | +24.0% | +302.5% | +303.3% |
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