+12.0%
GEHC vs UPRO
+331.1%
-319.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.3% | -2.4% |
| 7D | -5.2% | +1.5% | -6.6% | -5.7% |
| 30D | -7.0% | -3.7% | -3.2% | -5.7% |
| 3M | +3.3% | +8.0% | -4.7% | -0.6% |
| 6M | -10.0% | +38.7% | -48.6% | -22.0% |
| YTD | -18.5% | +29.5% | -48.0% | -27.7% |
| 1Y | -14.4% | +46.1% | -60.5% | -27.8% |
| 3Y | +3.4% | +229.1% | -225.7% | -38.7% |
| All | +12.0% | +331.1% | -319.2% | -41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling