+17.5%
UPRO vs GGLL
-17.3%
+34.8%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | -2.9% | +5.1% | -8.0% | -4.1% |
| 30D | -12.4% | -35.5% | +23.1% | -0.8% |
| 3M | -11.9% | -39.2% | +27.3% | +1.4% |
| 6M | -1.7% | -54.4% | +52.7% | +23.7% |
| YTD | +18.5% | -29.8% | +48.4% | +19.7% |
| 1Y | +17.5% | -20.4% | +37.9% | +13.0% |
| All | +17.5% | -17.3% | +34.8% | +13.0% |
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 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