-3.5%
GTLB vs UPRO
+38.4%
-41.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.8% | +3.9% | +2.6% |
| 7D | -4.1% | -6.0% | +1.9% | -2.3% |
| 30D | +12.3% | -5.8% | +18.1% | +14.4% |
| 3M | +65.9% | +10.8% | +55.1% | +61.0% |
| 6M | +104.0% | +31.6% | +72.4% | +86.5% |
| YTD | +26.0% | +25.4% | +0.6% | +17.9% |
| 1Y | -3.5% | +39.2% | -42.7% | -10.9% |
| All | -3.5% | +38.4% | -41.9% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UPRO.
Daily Out/Under-Performance
Portfolio return minus UPRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPRO 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 1y: compounded portfolio wealth divided by compounded UPRO 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…
1y analysis · Full analysis span regression · 6 months rolling