+264.2%
UPRO vs GGLL
+210.8%
+53.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.2% |
| 7D | +7.4% | +7.7% | -0.3% | +3.7% |
| 30D | -7.9% | -30.2% | +22.3% | +7.0% |
| 3M | -12.0% | -31.3% | +19.3% | +2.4% |
| 6M | -2.0% | -52.1% | +50.1% | +32.9% |
| YTD | +20.4% | -25.9% | +46.2% | +25.6% |
| 1Y | +24.5% | -8.5% | +33.0% | +14.4% |
| 3Y | +224.4% | +165.5% | +58.8% | +35.5% |
| All | +264.2% | +210.8% | +53.4% | +37.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling