-54.5%
GTLB vs UPRO
+142.9%
-197.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.9% | -2.5% | -1.1% |
| 7D | -9.6% | -3.8% | -5.9% | -8.1% |
| 30D | -15.5% | -8.9% | -6.7% | -11.1% |
| 3M | +12.4% | -7.4% | +19.8% | +16.8% |
| 6M | +84.6% | +1.6% | +83.0% | +77.2% |
| YTD | +26.1% | +23.2% | +2.9% | +3.9% |
| 1Y | +1.7% | +21.2% | -19.6% | -15.9% |
| 3Y | +6.1% | +230.8% | -224.7% | -62.7% |
| 5Y | -61.1% | +106.7% | -167.8% | -81.5% |
| All | -54.5% | +142.9% | -197.3% | -81.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling