+236.9%
UPRO vs GGLL
+153.6%
+83.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.5% | +4.5% | +5.9% |
| 7D | -0.9% | +6.3% | -7.2% | -3.1% |
| 30D | -11.4% | -35.1% | +23.7% | +4.2% |
| 3M | -10.9% | -37.7% | +26.8% | +6.0% |
| 6M | -0.5% | -54.1% | +53.6% | +32.1% |
| YTD | +19.9% | -29.4% | +49.3% | +27.3% |
| 1Y | +24.2% | -13.4% | +37.6% | +18.4% |
| 3Y | +236.9% | +158.3% | +78.6% | +76.7% |
| All | +236.9% | +153.6% | +83.3% | +76.7% |
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