+188.5%
GD vs UPRO
+1,093.1%
-904.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.5% | -0.8% |
| 7D | -5.0% | -8.7% | +3.7% | -3.1% |
| 30D | +8.9% | -16.9% | +25.8% | +13.5% |
| 3M | -8.0% | -15.3% | +7.2% | -4.8% |
| 6M | +2.9% | -5.7% | +8.6% | +3.0% |
| YTD | +7.1% | +12.1% | -5.0% | +1.9% |
| 1Y | +5.9% | +16.4% | -10.5% | -0.3% |
| 3Y | +53.9% | +210.5% | -156.7% | +6.3% |
| 5Y | +95.4% | +82.4% | +13.0% | +44.5% |
| All | +188.5% | +1,093.1% | -904.5% | +0.5% |
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