+97.2%
GD vs UPRO
+137.3%
-40.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.6% |
| 7D | -5.3% | +0.1% | -5.3% | -5.3% |
| 30D | -6.4% | -0.9% | -5.5% | -6.3% |
| 3M | +5.7% | +1.9% | +3.8% | +4.9% |
| 6M | -0.9% | +33.1% | -34.1% | -6.9% |
| YTD | +8.2% | +31.8% | -23.6% | +1.7% |
| 1Y | +13.4% | +48.3% | -34.9% | +4.1% |
| 3Y | +68.5% | +221.5% | -153.0% | +28.8% |
| All | +97.2% | +137.3% | -40.1% | +48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling