+153.1%
GDX vs UPRO
+12,137.2%
-11,984.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.3% | +2.0% |
| 7D | +13.6% | -8.7% | +22.3% | +15.3% |
| 30D | +2.5% | -16.9% | +19.4% | +5.8% |
| 3M | +4.4% | -15.3% | +19.6% | +7.4% |
| 6M | -5.2% | -5.7% | +0.5% | -4.2% |
| YTD | +2.1% | +12.1% | -9.9% | +0.3% |
| 1Y | +24.7% | +16.4% | +8.3% | +21.8% |
| 3Y | +211.3% | +210.5% | +0.7% | +152.5% |
| 5Y | +186.7% | +82.4% | +104.3% | +141.2% |
| 10Y | +285.3% | +1,144.5% | -859.2% | +105.6% |
| All | +153.1% | +12,137.2% | -11,984.1% | -43.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling