+41.0%
GEHC vs UPRO
+298.9%
-258.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.0% | -5.0% | -0.5% |
| 7D | +5.6% | -0.9% | +6.5% | +5.6% |
| 30D | +27.9% | -11.4% | +39.3% | +32.8% |
| 3M | +17.1% | -10.9% | +28.1% | +21.1% |
| 6M | +32.5% | -0.5% | +33.1% | +30.1% |
| YTD | +2.7% | +19.9% | -17.2% | -7.1% |
| 1Y | +15.3% | +24.2% | -8.9% | +2.7% |
| 3Y | +23.7% | +236.9% | -213.3% | -27.4% |
| All | +41.0% | +298.9% | -258.0% | -24.8% |
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