+210.5%
UPRO vs GGLL
+154.9%
+55.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.3% |
| 7D | -8.7% | +3.1% | -11.8% | -9.6% |
| 30D | -16.9% | -36.3% | +19.4% | -1.5% |
| 3M | -15.3% | -40.4% | +25.1% | +2.6% |
| 6M | -5.7% | -54.6% | +48.9% | +25.8% |
| YTD | +12.1% | -31.1% | +43.2% | +20.2% |
| 1Y | +16.4% | -19.2% | +35.6% | +14.4% |
| 3Y | +210.5% | +151.5% | +59.0% | +63.0% |
| All | +210.5% | +154.9% | +55.6% | +63.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling