-80.3%
OKLO vs GPN
+20.6%
-100.9%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.9% | -3.9% | -5.5% |
| 7D | -18.4% | +15.0% | -33.4% | -20.6% |
| 30D | -38.5% | +16.9% | -55.4% | -40.4% |
| 3M | -48.9% | +9.2% | -58.1% | -49.9% |
| 6M | -67.8% | +34.7% | -102.5% | -70.5% |
| YTD | -69.2% | +25.4% | -94.6% | -70.2% |
| 1Y | -80.3% | +21.7% | -102.0% | -80.5% |
| All | -80.3% | +20.6% | -100.9% | -80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 1y: compounded portfolio wealth divided by compounded GPN 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…
1y analysis · Full analysis span regression · 6 months rolling