+310.1%
GDX vs UPRO
+1,163.1%
-853.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +7.0% | -2.6% | +3.3% |
| 7D | +15.6% | -0.9% | +16.4% | +15.5% |
| 30D | +2.4% | -11.4% | +13.9% | +4.3% |
| 3M | +1.7% | -10.9% | +12.7% | +3.5% |
| 6M | -3.3% | -0.5% | -2.8% | -3.1% |
| YTD | +6.6% | +19.9% | -13.2% | +4.0% |
| 1Y | +27.0% | +24.2% | +2.8% | +23.2% |
| 3Y | +243.4% | +236.9% | +6.4% | +187.2% |
| 5Y | +194.2% | +96.6% | +97.6% | +150.3% |
| 10Y | +310.1% | +1,091.6% | -781.4% | +182.5% |
| All | +310.1% | +1,163.1% | -853.0% | +182.5% |
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