+327.3%
GDX vs UPRO
+1,102.3%
-775.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -2.9% | -3.8% |
| 7D | -4.6% | +9.7% | -14.2% | -6.0% |
| 30D | -6.2% | -9.8% | +3.6% | -4.8% |
| 3M | -10.0% | -9.1% | -0.9% | -8.8% |
| 6M | -15.8% | +0.9% | -16.7% | -15.8% |
| YTD | -4.6% | +21.9% | -26.5% | -7.2% |
| 1Y | +4.0% | +19.8% | -15.8% | +1.4% |
| 3Y | +211.1% | +227.4% | -16.3% | +161.0% |
| 5Y | +152.3% | +100.1% | +52.2% | +114.0% |
| All | +327.3% | +1,102.3% | -775.0% | +216.0% |
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