+15.7%
GEHC vs UPRO
+29.4%
-13.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +4.9% | +1.5% | +5.3% |
| 7D | +13.2% | -2.6% | +15.7% | +13.7% |
| 30D | +30.6% | -4.3% | +34.9% | +31.7% |
| 3M | +22.2% | -4.3% | +26.5% | +23.1% |
| 6M | +40.8% | +14.7% | +26.1% | +32.8% |
| YTD | +4.8% | +28.0% | -23.2% | -6.7% |
| 1Y | +15.7% | +29.8% | -14.1% | +2.7% |
| All | +15.7% | +29.4% | -13.7% | +2.7% |
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