+225.6%
UPRO vs GGLL
+245.5%
-20.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.2% |
| 7D | +0.1% | -4.8% | +4.8% | +2.2% |
| 30D | -0.9% | -13.7% | +12.8% | +5.4% |
| 3M | +1.9% | -21.9% | +23.8% | +11.2% |
| 6M | +33.1% | +11.7% | +21.5% | +19.6% |
| YTD | +31.8% | +2.3% | +29.5% | +22.5% |
| 1Y | +48.3% | +76.2% | -27.9% | +3.0% |
| All | +225.6% | +245.5% | -20.0% | +41.4% |
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