-80.3%
OKLO vs GSK
+14.9%
-95.2%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +5.0% | -10.9% | -5.1% |
| 7D | -18.4% | +4.9% | -23.4% | -17.8% |
| 30D | -38.5% | +9.9% | -48.4% | -37.6% |
| 3M | -48.9% | +0.2% | -49.1% | -48.5% |
| 6M | -67.8% | +2.3% | -70.1% | -67.3% |
| YTD | -69.2% | +7.1% | -76.2% | -65.7% |
| 1Y | -80.3% | +13.1% | -93.4% | -77.3% |
| All | -80.3% | +14.9% | -95.2% | -77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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