+139.7%
OKLO vs GSK
+56.9%
+82.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.2% |
| 7D | +1.6% | +0.2% | +1.3% | +1.6% |
| 30D | -17.6% | +5.4% | -23.0% | -17.5% |
| 3M | -48.5% | +0.9% | -49.4% | -48.4% |
| 6M | -65.7% | +0.7% | -66.4% | -65.6% |
| YTD | -66.7% | +5.6% | -72.3% | -66.4% |
| 1Y | -76.5% | +8.5% | -85.0% | -76.3% |
| 3Y | +132.5% | +63.8% | +68.6% | +131.0% |
| 5Y | +142.8% | +42.4% | +100.4% | +141.8% |
| All | +139.7% | +56.9% | +82.8% | +136.7% |
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