+262.9%
OKLO vs GPN
-50.9%
+313.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | 0.0% | -9.2% | -9.2% |
| 7D | -12.2% | -4.3% | -7.9% | -11.6% |
| 30D | -19.7% | 0.0% | -19.8% | -19.8% |
| 3M | -37.4% | +35.8% | -73.2% | -41.4% |
| 6M | -42.3% | +22.0% | -64.3% | -44.7% |
| YTD | -49.5% | +15.2% | -64.7% | -51.4% |
| 1Y | -54.7% | +3.5% | -58.2% | -55.6% |
| 3Y | +249.6% | -26.9% | +276.6% | +246.8% |
| 5Y | +268.1% | -44.2% | +312.3% | +264.1% |
| All | +262.9% | -50.9% | +313.8% | +259.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling