+289.0%
GDX vs UPRO
+1,152.9%
-864.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.6% |
| 7D | +4.0% | +1.5% | +2.5% | +3.7% |
| 30D | +9.5% | -3.7% | +13.2% | +10.1% |
| 3M | +25.1% | +8.0% | +17.1% | +23.6% |
| 6M | -2.9% | +38.7% | -41.6% | -7.3% |
| YTD | +14.7% | +29.5% | -14.8% | +10.5% |
| 1Y | +47.4% | +46.1% | +1.3% | +39.7% |
| 3Y | +259.7% | +229.1% | +30.6% | +199.5% |
| 5Y | +227.7% | +136.0% | +91.7% | +172.0% |
| 10Y | +289.0% | +1,155.3% | -866.3% | +149.6% |
| All | +289.0% | +1,152.9% | -864.0% | +149.6% |
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 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