-17.0%
GEHC vs UPRO
+43.9%
-61.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -2.0% |
| 7D | -7.6% | -1.3% | -6.3% | -7.3% |
| 30D | -10.7% | -5.0% | -5.6% | -9.5% |
| 3M | -1.2% | +7.5% | -8.7% | -3.9% |
| 6M | -13.7% | +33.2% | -47.0% | -24.2% |
| YTD | -20.4% | +27.7% | -48.1% | -29.2% |
| 1Y | -17.0% | +43.0% | -60.1% | -32.4% |
| All | -17.0% | +43.9% | -61.0% | -32.4% |
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