+313.5%
OKLO vs GSK
+55.1%
+258.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.9% | +5.5% | +3.5% |
| 7D | +2.8% | -1.8% | +4.6% | +2.8% |
| 30D | -4.0% | -2.2% | -1.8% | -4.0% |
| 3M | -36.9% | -1.8% | -35.1% | -36.9% |
| 6M | -37.1% | -10.6% | -26.5% | -37.3% |
| YTD | -42.5% | +4.4% | -46.9% | -42.2% |
| 1Y | -40.7% | +30.4% | -71.1% | -40.6% |
| 3Y | +299.1% | +60.1% | +239.1% | +295.9% |
| 5Y | +317.3% | +46.8% | +270.5% | +315.0% |
| All | +313.5% | +55.1% | +258.4% | +307.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling