-52.0%
GTLB vs UPRO
+159.8%
-211.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.9% |
| 7D | +11.1% | +0.1% | +11.0% | +11.0% |
| 30D | +37.8% | -0.9% | +38.7% | +38.8% |
| 3M | +61.6% | +1.9% | +59.6% | +57.2% |
| 6M | +98.9% | +33.1% | +65.8% | +58.0% |
| YTD | +32.8% | +31.8% | +1.0% | +6.0% |
| 1Y | +14.7% | +48.3% | -33.6% | -17.0% |
| 3Y | +1.3% | +221.5% | -220.1% | -62.9% |
| All | -52.0% | +159.8% | -211.9% | -81.0% |
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