+262.9%
OKLO vs GSK
+49.6%
+213.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | 0.0% | -9.2% | -9.2% |
| 7D | -12.2% | -3.5% | -8.7% | -12.3% |
| 30D | -19.7% | -3.4% | -16.3% | -19.8% |
| 3M | -37.4% | -8.1% | -29.3% | -37.5% |
| 6M | -42.3% | -11.1% | -31.2% | -42.4% |
| YTD | -49.5% | +0.7% | -50.3% | -49.3% |
| 1Y | -54.7% | +20.1% | -74.8% | -54.6% |
| 3Y | +249.6% | +46.1% | +203.5% | +246.6% |
| 5Y | +268.1% | +48.2% | +219.8% | +263.3% |
| All | +262.9% | +49.6% | +213.3% | +257.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling