+306.9%
OKLO vs GTLB
-49.8%
+356.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +2.1% | -8.4% | -6.6% |
| 7D | +0.1% | -4.1% | +4.2% | +0.5% |
| 30D | -15.2% | +12.3% | -27.5% | -16.4% |
| 3M | -26.2% | +65.9% | -92.1% | -30.3% |
| 6M | -35.0% | +104.0% | -139.0% | -40.6% |
| YTD | -44.4% | +26.0% | -70.5% | -46.4% |
| 1Y | -45.9% | -3.5% | -42.4% | -46.5% |
| 3Y | +284.9% | -9.6% | +294.6% | +284.4% |
| All | +306.9% | -49.8% | +356.8% | +307.3% |
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