-12.1%
GTLB vs UPRO
+218.6%
-230.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.0% |
| 7D | -6.6% | -1.3% | -5.3% | -6.0% |
| 30D | +13.7% | -5.0% | +18.8% | +16.9% |
| 3M | +52.9% | +7.5% | +45.4% | +46.4% |
| 6M | +88.5% | +33.2% | +55.3% | +58.1% |
| YTD | +23.4% | +27.7% | -4.3% | +5.9% |
| 1Y | -3.8% | +43.0% | -46.9% | -23.5% |
| All | -12.1% | +218.6% | -230.7% | -61.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling