+316.9%
OKLO vs GPC
+30.9%
+286.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.1% | +2.5% | +3.4% |
| 7D | +2.8% | +1.2% | +1.6% | +2.6% |
| 30D | -4.0% | +6.0% | -10.0% | -5.0% |
| 3M | -36.9% | +42.6% | -79.5% | -41.6% |
| 6M | -37.1% | +22.8% | -59.9% | -40.3% |
| YTD | -42.5% | +15.5% | -57.9% | -45.4% |
| 1Y | -40.7% | +2.0% | -42.8% | -42.3% |
| 3Y | +299.1% | -1.4% | +300.6% | +277.8% |
| All | +316.9% | +30.9% | +286.0% | +292.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling