+136.0%
OKLO vs GPC
+12.6%
+123.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | -1.3% | +24.0% | +22.9% |
| 7D | -6.7% | +1.6% | -8.3% | -7.1% |
| 30D | -36.0% | -2.1% | -34.0% | -35.9% |
| 3M | -44.2% | -6.8% | -37.4% | -43.5% |
| 6M | -70.4% | +18.6% | -89.0% | -71.7% |
| YTD | -67.2% | +2.7% | -69.9% | -68.2% |
| 1Y | -77.9% | +1.8% | -79.7% | -78.6% |
| 3Y | +128.4% | +1.1% | +127.4% | +120.6% |
| 5Y | +139.1% | +4.1% | +135.0% | +130.3% |
| All | +136.0% | +12.6% | +123.4% | +126.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling