+334.4%
OKLO vs GTLB
-50.8%
+385.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.5% |
| 7D | +7.7% | -6.6% | +14.3% | +8.5% |
| 30D | -4.3% | +13.7% | -18.1% | -5.8% |
| 3M | -24.6% | +52.9% | -77.5% | -28.2% |
| 6M | -31.1% | +88.5% | -119.6% | -36.4% |
| YTD | -40.7% | +23.4% | -64.1% | -42.7% |
| 1Y | -42.4% | -3.8% | -38.6% | -43.0% |
| 3Y | +310.9% | -11.5% | +322.4% | +311.3% |
| All | +334.4% | -50.8% | +385.2% | +335.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling