+270.7%
OKLO vs GPN
-44.7%
+315.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.3% | -8.9% | -9.1% |
| 7D | -12.2% | -4.6% | -7.6% | -11.5% |
| 30D | -19.7% | -0.3% | -19.5% | -19.7% |
| 3M | -37.4% | +35.4% | -72.8% | -41.5% |
| 6M | -42.3% | +21.7% | -63.9% | -44.8% |
| YTD | -49.5% | +14.9% | -64.4% | -51.4% |
| 1Y | -54.7% | +3.2% | -57.9% | -55.6% |
| 3Y | +249.6% | -27.1% | +276.8% | +247.1% |
| All | +270.7% | -44.7% | +315.4% | +266.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling