+24.8%
GDX vs UPRO
+29.4%
-4.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +4.9% | +4.1% | +5.6% |
| 7D | +0.8% | -2.6% | +3.3% | +2.7% |
| 30D | -3.2% | -4.3% | +1.1% | -0.1% |
| 3M | +8.6% | -4.3% | +12.9% | +11.9% |
| 6M | -1.2% | +14.7% | -16.0% | -9.4% |
| YTD | -1.4% | +28.0% | -29.4% | -16.0% |
| 1Y | +24.8% | +29.8% | -5.0% | +5.2% |
| All | +24.8% | +29.4% | -4.6% | +5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling