+48.3%
UPRO vs GGLL
+80.0%
-31.7%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.4% |
| 7D | +0.1% | -4.8% | +4.8% | +1.7% |
| 30D | -0.9% | -13.7% | +12.8% | +3.9% |
| 3M | +1.9% | -21.9% | +23.8% | +9.3% |
| 6M | +33.1% | +11.7% | +21.5% | +20.3% |
| YTD | +31.8% | +2.3% | +29.5% | +22.0% |
| 1Y | +48.3% | +76.2% | -27.9% | +13.2% |
| All | +48.3% | +80.0% | -31.7% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 1y: compounded portfolio wealth divided by compounded GGLL 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…
1y analysis · Full analysis span regression · 6 months rolling