-54.1%
GTLB vs UPRO
+137.4%
-191.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.8% |
| 7D | -0.7% | +7.4% | -8.2% | -5.7% |
| 30D | -10.2% | -7.9% | -2.3% | -6.1% |
| 3M | +10.1% | -12.0% | +22.1% | +18.2% |
| 6M | +116.5% | -2.0% | +118.4% | +112.8% |
| YTD | +27.2% | +20.4% | +6.8% | +6.3% |
| 1Y | +8.6% | +24.5% | -16.0% | -12.0% |
| 3Y | +5.6% | +224.4% | -218.8% | -62.4% |
| 5Y | -61.8% | +97.6% | -159.4% | -81.1% |
| All | -54.1% | +137.4% | -191.4% | -80.9% |
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 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