+38.6%
GEHC vs UPRO
+309.9%
-271.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.9% | -5.2% | -2.6% |
| 7D | -3.7% | -3.8% | 0.0% | -2.9% |
| 30D | +22.0% | -8.9% | +30.9% | +25.3% |
| 3M | +13.6% | -7.4% | +21.0% | +15.8% |
| 6M | +34.0% | +1.6% | +32.5% | +30.5% |
| YTD | +0.9% | +23.2% | -22.3% | -9.6% |
| 1Y | +12.7% | +21.2% | -8.5% | +1.5% |
| 3Y | +19.4% | +230.8% | -211.4% | -29.5% |
| All | +38.6% | +309.9% | -271.3% | -26.9% |
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