+12.7%
GEHC vs UPRO
+22.8%
-10.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.9% | -5.2% | -2.1% |
| 7D | -3.7% | -3.8% | 0.0% | -3.1% |
| 30D | +22.0% | -8.9% | +30.9% | +24.1% |
| 3M | +13.6% | -7.4% | +21.0% | +15.0% |
| 6M | +34.0% | +1.6% | +32.5% | +31.6% |
| YTD | +0.9% | +23.2% | -22.3% | -9.7% |
| 1Y | +12.7% | +21.2% | -8.5% | +1.7% |
| All | +12.7% | +22.8% | -10.1% | +1.7% |
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