+144.1%
OKLO vs GTLB
-49.4%
+193.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.1% | -2.3% |
| 7D | +1.6% | -0.7% | +2.3% | +1.6% |
| 30D | -17.6% | -10.2% | -7.4% | -16.5% |
| 3M | -48.5% | +10.1% | -58.6% | -49.1% |
| 6M | -65.7% | +116.5% | -182.1% | -68.6% |
| YTD | -66.7% | +27.2% | -93.8% | -67.9% |
| 1Y | -76.5% | +8.6% | -85.0% | -77.0% |
| 3Y | +132.5% | +5.6% | +126.9% | +132.0% |
| 5Y | +142.8% | -61.8% | +204.7% | +143.1% |
| All | +144.1% | -49.4% | +193.4% | +144.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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