-55.4%
GTLB vs UPRO
+151.8%
-207.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -0.8% |
| 7D | -6.6% | -1.3% | -5.3% | -5.8% |
| 30D | +13.7% | -5.0% | +18.8% | +17.8% |
| 3M | +52.9% | +7.5% | +45.4% | +44.1% |
| 6M | +88.5% | +33.2% | +55.3% | +49.7% |
| YTD | +23.4% | +27.7% | -4.3% | +0.7% |
| 1Y | -3.8% | +43.0% | -46.9% | -28.6% |
| 3Y | -11.5% | +224.4% | -235.9% | -67.9% |
| All | -55.4% | +151.8% | -207.2% | -81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling