+170.6%
GD vs UPRO
+1,130.0%
-959.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.9% | -4.0% | -1.0% |
| 7D | +0.6% | -3.8% | +4.4% | +1.3% |
| 30D | +9.5% | -8.9% | +18.3% | +11.4% |
| 3M | -5.8% | -7.4% | +1.6% | -4.7% |
| 6M | +7.7% | +1.6% | +6.2% | +5.9% |
| YTD | +11.1% | +23.2% | -12.1% | +3.2% |
| 1Y | +6.1% | +21.2% | -15.2% | -1.2% |
| 3Y | +59.8% | +230.8% | -171.0% | +8.8% |
| 5Y | +104.6% | +106.7% | -2.1% | +46.5% |
| 10Y | +170.6% | +1,125.0% | -954.5% | +2.3% |
| All | +170.6% | +1,130.0% | -959.5% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UPRO.
Daily Out/Under-Performance
Portfolio return minus UPRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPRO 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 UPRO 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