+137.6%
OKLO vs GSK
+65.0%
+72.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.1% | -5.5% | -5.4% |
| 7D | +27.3% | +0.5% | +26.9% | +27.4% |
| 30D | -23.1% | +9.4% | -32.5% | -22.7% |
| 3M | -45.8% | +1.6% | -47.4% | -45.6% |
| 6M | -66.8% | +1.3% | -68.1% | -66.6% |
| YTD | -65.9% | +6.0% | -71.9% | -65.4% |
| 1Y | -78.0% | +9.1% | -87.1% | -77.7% |
| All | +137.6% | +65.0% | +72.6% | +133.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling