+49.9%
GDX vs UPRO
+43.9%
+6.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +2.0% |
| 7D | +1.9% | -1.3% | +3.2% | +2.7% |
| 30D | +9.9% | -5.0% | +15.0% | +13.4% |
| 3M | +28.2% | +7.5% | +20.7% | +22.1% |
| 6M | -2.9% | +33.2% | -36.1% | -17.3% |
| YTD | +16.0% | +27.7% | -11.7% | +0.4% |
| 1Y | +49.9% | +43.0% | +6.8% | +15.2% |
| All | +49.9% | +43.9% | +6.0% | +15.2% |
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