+190.4%
GD vs UPRO
+1,083.2%
-892.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -13.2% | +10.8% | +0.9% |
| 7D | -3.9% | -14.4% | +10.5% | -0.5% |
| 30D | +8.1% | -18.2% | +26.3% | +13.1% |
| 3M | -6.8% | -16.4% | +9.6% | -3.2% |
| 6M | +3.0% | -2.6% | +5.6% | +2.3% |
| YTD | +7.8% | +11.1% | -3.4% | +2.8% |
| 1Y | +5.8% | +11.8% | -6.0% | +0.6% |
| 3Y | +55.3% | +209.9% | -154.6% | +7.3% |
| 5Y | +96.7% | +80.9% | +15.8% | +45.8% |
| All | +190.4% | +1,083.2% | -892.8% | +1.4% |
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