+93.8%
GD vs UPRO
+81.0%
+12.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.5% | -0.8% |
| 7D | -5.0% | -8.7% | +3.7% | -3.6% |
| 30D | +8.9% | -16.9% | +25.8% | +12.2% |
| 3M | -8.0% | -15.3% | +7.2% | -5.7% |
| 6M | +2.9% | -5.7% | +8.6% | +3.0% |
| YTD | +7.1% | +12.1% | -5.0% | +3.2% |
| 1Y | +5.9% | +16.4% | -10.5% | +1.3% |
| 3Y | +53.9% | +210.5% | -156.7% | +17.8% |
| All | +93.8% | +81.0% | +12.8% | +53.6% |
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